-30.2%
TENB vs VSXY
+37.5%
-67.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -6.4% |
| 7D | -12.1% | +0.1% | -12.2% | -12.1% |
| 30D | -18.6% | -18.7% | +0.1% | -16.7% |
| 3M | +12.1% | -4.0% | +16.0% | +11.9% |
| 6M | +46.8% | +67.5% | -20.7% | +34.3% |
| YTD | +28.0% | +39.7% | -11.7% | +19.1% |
| 1Y | -1.4% | +180.0% | -181.4% | -17.7% |
| 3Y | -33.9% | +337.3% | -371.2% | -53.5% |
| 5Y | -34.6% | +22.7% | -57.3% | -44.4% |
| All | -30.2% | +37.5% | -67.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling