+75.8%
VT vs TENB
-24.1%
+99.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.4% | -9.1% | +9.5% | +1.5% |
| 30D | +1.0% | -4.9% | +5.8% | +1.3% |
| 3M | +2.4% | +16.9% | -14.6% | -0.5% |
| 6M | +12.0% | +68.0% | -56.0% | +2.9% |
| YTD | +15.3% | +45.6% | -30.2% | +8.1% |
| 1Y | +22.6% | +12.7% | +9.8% | +20.4% |
| All | +75.8% | -24.1% | +99.9% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling