+46.8%
VMC vs TENB
-32.3%
+79.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.0% |
| 7D | -3.7% | -7.1% | +3.4% | -2.6% |
| 30D | -12.8% | -15.4% | +2.6% | -10.8% |
| 3M | -7.9% | +19.5% | -27.4% | -11.6% |
| 6M | -7.5% | +54.8% | -62.3% | -15.9% |
| YTD | -11.6% | +36.1% | -47.8% | -18.1% |
| 1Y | -14.3% | +7.0% | -21.2% | -16.6% |
| 3Y | +18.5% | -27.6% | +46.1% | +22.5% |
| 5Y | +46.8% | -30.5% | +77.2% | +47.8% |
| All | +46.8% | -32.3% | +79.0% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling