-3.7%
VSAT vs TENB
+22.6%
-26.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.8% |
| 7D | +5.9% | -3.3% | +9.1% | +7.0% |
| 30D | +9.7% | +6.9% | +2.8% | +7.9% |
| 3M | -18.3% | +1.8% | -20.1% | -19.6% |
| 6M | -4.1% | +98.1% | -102.1% | -22.1% |
| YTD | +96.5% | +73.2% | +23.3% | +63.1% |
| 1Y | +89.3% | +50.7% | +38.6% | +63.2% |
| 3Y | +270.1% | +9.3% | +260.7% | +246.1% |
| 5Y | +26.4% | -25.1% | +51.5% | +22.0% |
| All | -3.7% | +22.6% | -26.3% | -31.6% |
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