+142.6%
VT vs TENB
+22.6%
+120.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.4% | -3.3% | +5.6% | +2.9% |
| 30D | -1.5% | +6.9% | -8.4% | -2.9% |
| 3M | -4.1% | +1.8% | -5.9% | -5.5% |
| 6M | +0.6% | +98.1% | -97.5% | -13.6% |
| YTD | +11.0% | +73.2% | -62.2% | -3.1% |
| 1Y | +13.3% | +50.7% | -37.3% | +1.7% |
| 3Y | +73.4% | +9.3% | +64.1% | +63.2% |
| 5Y | +57.4% | -25.1% | +82.6% | +52.2% |
| All | +142.6% | +22.6% | +120.0% | +83.2% |
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