+132.5%
VMC vs TENB
-9.4%
+141.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.8% | +1.9% |
| 7D | -3.8% | -12.1% | +8.3% | -1.7% |
| 30D | -9.7% | -18.6% | +8.9% | -6.8% |
| 3M | -9.6% | +12.1% | -21.7% | -12.7% |
| 6M | -4.8% | +46.8% | -51.6% | -13.6% |
| YTD | -10.9% | +28.0% | -38.8% | -17.3% |
| 1Y | -15.6% | -1.4% | -14.2% | -17.6% |
| 3Y | +19.3% | -33.9% | +53.3% | +24.1% |
| 5Y | +48.0% | -34.6% | +82.6% | +47.6% |
| All | +132.5% | -9.4% | +141.9% | +85.4% |
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