-42.7%
VTRS vs TENB
-9.4%
-33.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.7% |
| 7D | -2.2% | -12.1% | +9.9% | -0.4% |
| 30D | +3.3% | -18.6% | +21.9% | +6.0% |
| 3M | +2.0% | +12.1% | -10.1% | -1.2% |
| 6M | +19.9% | +46.8% | -26.9% | +10.2% |
| YTD | +35.7% | +28.0% | +7.8% | +27.0% |
| 1Y | +68.1% | -1.4% | +69.5% | +64.2% |
| 3Y | +87.1% | -33.9% | +121.0% | +92.0% |
| 5Y | +47.6% | -34.6% | +82.3% | +43.8% |
| All | -42.7% | -9.4% | -33.3% | -55.6% |
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 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