+430.7%
VGT vs TENB
-3.6%
+434.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | +0.3% |
| 7D | -1.0% | -7.1% | +6.1% | +1.0% |
| 30D | -0.4% | -15.4% | +14.9% | +3.8% |
| 3M | +6.6% | +19.5% | -12.9% | -0.9% |
| 6M | +31.0% | +54.8% | -23.8% | +11.4% |
| YTD | +27.2% | +36.1% | -8.9% | +11.6% |
| 1Y | +34.5% | +7.0% | +27.5% | +26.8% |
| 3Y | +123.1% | -27.6% | +150.7% | +130.8% |
| 5Y | +135.1% | -30.5% | +165.6% | +132.7% |
| All | +430.7% | -3.6% | +434.3% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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