+116.2%
VTR vs TENB
-9.4%
+125.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.4% |
| 7D | -0.3% | -12.1% | +11.8% | +1.7% |
| 30D | +1.1% | -18.6% | +19.7% | +4.0% |
| 3M | +7.9% | +12.1% | -4.2% | +4.2% |
| 6M | +6.2% | +46.8% | -40.6% | -3.4% |
| YTD | +17.7% | +28.0% | -10.2% | +9.3% |
| 1Y | +32.9% | -1.4% | +34.3% | +29.5% |
| 3Y | +129.7% | -33.9% | +163.6% | +136.5% |
| 5Y | +89.3% | -34.6% | +123.9% | +82.4% |
| All | +116.2% | -9.4% | +125.6% | +50.2% |
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