-0.5%
TENB vs VYM
+142.1%
-142.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.7% |
| 7D | -12.1% | -0.8% | -11.3% | -11.4% |
| 30D | -18.6% | -2.2% | -16.4% | -16.7% |
| 3M | +12.1% | +3.1% | +9.0% | +8.6% |
| 6M | +46.8% | +9.7% | +37.1% | +33.5% |
| YTD | +28.0% | +14.9% | +13.1% | +11.1% |
| 1Y | -1.4% | +17.6% | -19.0% | -16.4% |
| 3Y | -33.9% | +65.3% | -99.2% | -60.2% |
| 5Y | -34.6% | +78.7% | -113.3% | -62.9% |
| All | -0.5% | +142.1% | -142.6% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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