-22.7%
TENB vs VLTO
+27.2%
-49.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | -9.1% | -2.3% | -6.8% | -8.2% |
| 30D | -4.9% | -0.9% | -4.0% | -4.5% |
| 3M | +16.9% | +13.8% | +3.1% | +10.5% |
| 6M | +68.0% | +2.0% | +66.0% | +66.2% |
| YTD | +45.6% | -3.2% | +48.7% | +47.1% |
| 1Y | +12.7% | -9.2% | +21.9% | +16.5% |
| All | -22.7% | +27.2% | -49.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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