+18.0%
VMC vs TENB
-26.8%
+44.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -5.3% | -1.7% | -3.7% | -5.2% |
| 30D | -12.3% | -8.3% | -4.0% | -11.6% |
| 3M | -10.3% | +26.2% | -36.4% | -13.3% |
| 6M | -8.6% | +60.2% | -68.7% | -15.0% |
| YTD | -11.9% | +43.1% | -55.0% | -16.6% |
| 1Y | -13.9% | +9.4% | -23.3% | -13.7% |
| All | +18.0% | -26.8% | +44.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling