-21.9%
TENB vs VSXY
+37.7%
-59.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -1.7% | -10.7% | +9.1% | -0.5% |
| 30D | -8.3% | -24.3% | +16.0% | -5.3% |
| 3M | +26.2% | +1.0% | +25.1% | +25.2% |
| 6M | +60.2% | +57.4% | +2.8% | +47.7% |
| YTD | +43.1% | +39.8% | +3.3% | +33.2% |
| 1Y | +9.4% | +196.5% | -187.1% | -9.5% |
| 3Y | -23.9% | +357.2% | -381.1% | -46.9% |
| 5Y | -28.2% | +18.9% | -47.1% | -38.9% |
| All | -21.9% | +37.7% | -59.6% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling