+50.7%
VSH vs TENB
-9.4%
+60.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.0% | +12.1% | +7.8% |
| 7D | +4.8% | -12.1% | +16.9% | +8.3% |
| 30D | -0.7% | -18.6% | +17.9% | +4.1% |
| 3M | -43.1% | +12.1% | -55.1% | -46.4% |
| 6M | +91.8% | +46.8% | +45.0% | +65.0% |
| YTD | +131.6% | +28.0% | +103.7% | +105.4% |
| 1Y | +118.1% | -1.4% | +119.5% | +110.1% |
| 3Y | +40.9% | -33.9% | +74.8% | +50.0% |
| 5Y | +75.8% | -34.6% | +110.4% | +74.2% |
| All | +50.7% | -9.4% | +60.1% | +11.7% |
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