+63.1%
VRSK vs TENB
-9.4%
+72.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.3% |
| 7D | -5.2% | -12.1% | +6.9% | -2.8% |
| 30D | -2.3% | -18.6% | +16.3% | +1.3% |
| 3M | -2.9% | +12.1% | -15.0% | -6.4% |
| 6M | -12.8% | +46.8% | -59.6% | -20.9% |
| YTD | -20.8% | +28.0% | -48.8% | -26.5% |
| 1Y | -33.2% | -1.4% | -31.8% | -34.9% |
| 3Y | -26.6% | -33.9% | +7.4% | -24.4% |
| 5Y | -11.3% | -34.6% | +23.3% | -12.7% |
| All | +63.1% | -9.4% | +72.5% | +32.0% |
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