+39.3%
TENB vs VT
+137.1%
-97.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.9% |
| 7D | -17.0% | -2.3% | -14.7% | -14.5% |
| 30D | +8.2% | -5.0% | +13.1% | +15.5% |
| 3M | +16.5% | -4.9% | +21.4% | +23.9% |
| 6M | +99.1% | -1.5% | +100.6% | +102.7% |
| YTD | +79.0% | +8.5% | +70.6% | +60.5% |
| 1Y | +53.9% | +11.4% | +42.5% | +33.3% |
| 3Y | +13.8% | +70.1% | -56.2% | -43.2% |
| 5Y | -24.4% | +53.7% | -78.1% | -56.1% |
| All | +39.3% | +137.1% | -97.8% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling