+5.5%
VSAT vs TENB
-3.6%
+9.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +3.8% |
| 7D | +3.4% | -7.1% | +10.6% | +5.4% |
| 30D | -12.2% | -15.4% | +3.1% | -9.0% |
| 3M | +20.6% | +19.5% | +1.1% | +13.5% |
| 6M | +60.2% | +54.8% | +5.4% | +38.6% |
| YTD | +115.3% | +36.1% | +79.1% | +91.4% |
| 1Y | +154.6% | +7.0% | +147.6% | +142.1% |
| 3Y | +211.2% | -27.6% | +238.7% | +222.3% |
| 5Y | +52.7% | -30.5% | +83.1% | +52.0% |
| All | +5.5% | -3.6% | +9.1% | -19.7% |
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