+85.8%
VUG vs TENB
-26.8%
+112.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.9% | -5.0% | +5.8% | +1.8% |
| 30D | -1.4% | -7.4% | +5.9% | -0.4% |
| 3M | +2.3% | +22.3% | -19.9% | -3.0% |
| 6M | +15.7% | +60.2% | -44.5% | +2.9% |
| YTD | +8.6% | +43.2% | -34.6% | -1.3% |
| 1Y | +14.1% | +8.2% | +5.9% | +11.3% |
| All | +85.8% | -26.8% | +112.6% | +95.6% |
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