+62.2%
XBI vs TENB
-3.6%
+65.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.2% |
| 7D | -4.6% | -7.1% | +2.5% | -2.6% |
| 30D | -0.8% | -15.4% | +14.6% | +3.2% |
| 3M | +21.8% | +19.5% | +2.3% | +12.6% |
| 6M | +23.2% | +54.8% | -31.6% | +3.0% |
| YTD | +28.7% | +36.1% | -7.4% | +11.1% |
| 1Y | +67.8% | +7.0% | +60.8% | +56.4% |
| 3Y | +100.6% | -27.6% | +128.2% | +106.1% |
| 5Y | +19.8% | -30.5% | +50.3% | +18.3% |
| All | +62.2% | -3.6% | +65.8% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling