+341.1%
VLO vs TENB
+23.5%
+317.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +3.8% |
| 7D | +6.8% | -7.0% | +13.8% | +8.0% |
| 30D | -17.9% | -0.6% | -17.3% | -18.1% |
| 3M | +13.5% | +10.9% | +2.6% | +10.1% |
| 6M | +53.0% | +95.4% | -42.3% | +32.3% |
| YTD | +133.7% | +74.5% | +59.3% | +104.3% |
| 1Y | +115.7% | +49.2% | +66.5% | +94.1% |
| 3Y | +231.9% | +9.7% | +222.2% | +213.0% |
| 5Y | +471.6% | -24.6% | +496.2% | +447.2% |
| All | +341.1% | +23.5% | +317.6% | +200.8% |
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