+77.9%
VUG vs TENB
+9.5%
+68.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.5% | -3.3% | +5.8% | +3.1% |
| 30D | -6.3% | +6.9% | -13.2% | -7.6% |
| 3M | -6.0% | +1.8% | -7.9% | -6.9% |
| 6M | -3.5% | +98.1% | -101.6% | -18.6% |
| YTD | +3.9% | +73.2% | -69.3% | -9.8% |
| 1Y | +5.1% | +50.7% | -45.6% | -5.0% |
| 3Y | +77.9% | +9.3% | +68.5% | +79.6% |
| All | +77.9% | +9.5% | +68.4% | +79.6% |
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 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