+5.9%
TENB vs VYM
+140.5%
-134.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.3% |
| 7D | -7.1% | -1.9% | -5.3% | -5.4% |
| 30D | -15.4% | -2.6% | -12.8% | -13.1% |
| 3M | +19.5% | +3.6% | +15.9% | +15.3% |
| 6M | +54.8% | +8.7% | +46.1% | +42.2% |
| YTD | +36.1% | +14.1% | +22.0% | +19.0% |
| 1Y | +7.0% | +17.8% | -10.8% | -9.4% |
| 3Y | -27.6% | +64.5% | -92.1% | -56.1% |
| 5Y | -30.5% | +77.5% | -108.0% | -60.2% |
| All | +5.9% | +140.5% | -134.6% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling