+38.7%
TENB vs VT
+142.1%
-103.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.3% |
| 7D | -10.8% | -0.1% | -10.6% | -10.5% |
| 30D | +0.9% | -3.1% | +3.9% | +5.1% |
| 3M | +14.3% | -3.5% | +17.8% | +19.6% |
| 6M | +92.2% | +0.5% | +91.7% | +91.0% |
| YTD | +78.3% | +10.8% | +67.5% | +55.8% |
| 1Y | +49.5% | +11.9% | +37.6% | +28.9% |
| 3Y | +12.2% | +73.0% | -60.8% | -45.1% |
| 5Y | -22.4% | +58.6% | -81.0% | -56.7% |
| All | +38.7% | +142.1% | -103.4% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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