-33.9%
TENB vs VYM
+65.1%
-99.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.6% |
| 7D | -12.1% | -0.8% | -11.3% | -11.5% |
| 30D | -18.6% | -2.2% | -16.4% | -16.9% |
| 3M | +12.1% | +3.1% | +9.0% | +9.0% |
| 6M | +46.8% | +9.7% | +37.1% | +34.5% |
| YTD | +28.0% | +14.9% | +13.1% | +12.1% |
| 1Y | -1.4% | +17.6% | -19.0% | -15.6% |
| 3Y | -33.9% | +65.3% | -99.2% | -51.4% |
| All | -33.9% | +65.1% | -99.0% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling