+39.9%
VSH vs TENB
-24.3%
+64.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.1% |
| 7D | +14.3% | -3.3% | +17.6% | +15.3% |
| 30D | -7.9% | +6.9% | -14.8% | -9.0% |
| 3M | -19.9% | +1.8% | -21.7% | -20.7% |
| 6M | -30.5% | +98.1% | -128.6% | -42.6% |
| YTD | +85.7% | +73.2% | +12.4% | +56.4% |
| 1Y | +98.9% | +50.7% | +48.3% | +74.6% |
| 3Y | +32.1% | +9.3% | +22.8% | +26.2% |
| All | +39.9% | -24.3% | +64.2% | +37.6% |
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 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