-37.6%
TENB vs VYM
+77.5%
-115.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.7% |
| 7D | -12.1% | -0.8% | -11.3% | -11.3% |
| 30D | -18.6% | -2.2% | -16.4% | -16.5% |
| 3M | +12.1% | +3.1% | +9.0% | +8.3% |
| 6M | +46.8% | +9.7% | +37.1% | +32.0% |
| YTD | +28.0% | +14.9% | +13.1% | +9.1% |
| 1Y | -1.4% | +17.6% | -19.0% | -18.2% |
| 3Y | -33.9% | +65.3% | -99.2% | -63.3% |
| All | -37.6% | +77.5% | -115.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling