+65.6%
VSH vs TENB
-32.3%
+97.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | +0.2% |
| 7D | +3.1% | -7.1% | +10.2% | +4.8% |
| 30D | -5.7% | -15.4% | +9.6% | -2.6% |
| 3M | -42.5% | +19.5% | -62.0% | -46.2% |
| 6M | +82.7% | +54.8% | +27.9% | +58.6% |
| YTD | +118.2% | +36.1% | +82.1% | +94.5% |
| 1Y | +109.7% | +7.0% | +102.7% | +100.8% |
| 3Y | +35.3% | -27.6% | +62.9% | +40.5% |
| 5Y | +65.6% | -30.5% | +96.1% | +61.4% |
| All | +65.6% | -32.3% | +97.9% | +61.4% |
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