+346.8%
VLO vs TENB
+22.6%
+324.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +9.6% | -3.3% | +12.9% | +10.2% |
| 30D | -17.4% | +6.9% | -24.3% | -18.6% |
| 3M | +10.8% | +1.8% | +8.9% | +9.1% |
| 6M | +56.9% | +98.1% | -41.1% | +35.3% |
| YTD | +136.8% | +73.2% | +63.6% | +107.2% |
| 1Y | +120.7% | +50.7% | +70.0% | +98.2% |
| 3Y | +231.9% | +9.3% | +222.6% | +213.1% |
| 5Y | +479.0% | -25.1% | +504.1% | +454.9% |
| All | +346.8% | +22.6% | +324.2% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling