+336.1%
VLO vs TENB
+3.0%
+333.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +5.2% | -9.1% | +14.3% | +6.9% |
| 30D | +22.6% | -4.9% | +27.5% | +23.2% |
| 3M | +43.8% | +16.9% | +26.8% | +38.0% |
| 6M | +65.7% | +68.0% | -2.2% | +47.6% |
| YTD | +131.1% | +45.6% | +85.5% | +110.3% |
| 1Y | +143.6% | +12.7% | +130.9% | +132.5% |
| 3Y | +201.4% | -24.4% | +225.8% | +205.0% |
| 5Y | +568.9% | -26.7% | +595.6% | +540.3% |
| All | +336.1% | +3.0% | +333.1% | +209.8% |
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