+11.4%
TENB vs VIG
+162.1%
-150.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.6% |
| 7D | -5.0% | -0.4% | -4.6% | -4.5% |
| 30D | -7.4% | -2.1% | -5.3% | -4.9% |
| 3M | +22.3% | +3.3% | +18.9% | +17.6% |
| 6M | +60.2% | +9.3% | +50.9% | +43.6% |
| YTD | +43.2% | +10.1% | +33.1% | +27.3% |
| 1Y | +8.2% | +14.7% | -6.6% | -8.6% |
| 3Y | -23.8% | +56.9% | -80.7% | -56.1% |
| 5Y | -26.9% | +62.9% | -89.8% | -58.9% |
| All | +11.4% | +162.1% | -150.7% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling