-30.5%
TENB vs VIG
+61.5%
-91.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.3% |
| 7D | -7.1% | -2.2% | -4.9% | -4.3% |
| 30D | -15.4% | -3.2% | -12.1% | -11.5% |
| 3M | +19.5% | +3.0% | +16.5% | +15.0% |
| 6M | +54.8% | +8.1% | +46.7% | +39.4% |
| YTD | +36.1% | +9.1% | +27.1% | +21.4% |
| 1Y | +7.0% | +12.6% | -5.6% | -8.7% |
| 3Y | -27.6% | +55.4% | -82.9% | -60.8% |
| 5Y | -30.5% | +62.8% | -93.2% | -64.9% |
| All | -30.5% | +61.5% | -91.9% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling