+13.2%
TENB vs VT
+152.0%
-138.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -9.1% | +0.4% | -9.5% | -9.6% |
| 30D | -4.9% | +1.0% | -5.8% | -6.0% |
| 3M | +16.9% | +2.4% | +14.6% | +13.6% |
| 6M | +68.0% | +12.0% | +56.0% | +44.9% |
| YTD | +45.6% | +15.3% | +30.2% | +21.0% |
| 1Y | +12.7% | +22.6% | -9.8% | -13.4% |
| 3Y | -24.4% | +74.7% | -99.1% | -63.5% |
| 5Y | -26.7% | +66.1% | -92.9% | -61.3% |
| All | +13.2% | +152.0% | -138.8% | -61.0% |
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