+11.4%
TENB vs XPO
+445.1%
-433.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -5.0% | +2.7% | -7.7% | -5.8% |
| 30D | -7.4% | -6.2% | -1.2% | -5.7% |
| 3M | +22.3% | -15.4% | +37.7% | +27.7% |
| 6M | +60.2% | +0.7% | +59.4% | +57.5% |
| YTD | +43.2% | +39.8% | +3.4% | +26.0% |
| 1Y | +8.2% | +43.3% | -35.2% | -6.3% |
| 3Y | -23.8% | +166.0% | -189.8% | -49.0% |
| 5Y | -26.9% | +274.2% | -301.0% | -58.8% |
| All | +11.4% | +445.1% | -433.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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