+105.1%
XEL vs TENB
-9.4%
+114.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.5% |
| 7D | -0.3% | -12.1% | +11.8% | +0.5% |
| 30D | -3.9% | -18.6% | +14.7% | -2.8% |
| 3M | -2.8% | +12.1% | -14.9% | -4.2% |
| 6M | -5.4% | +46.8% | -52.2% | -9.0% |
| YTD | +3.8% | +28.0% | -24.2% | +0.7% |
| 1Y | +6.8% | -1.4% | +8.2% | +6.0% |
| 3Y | +45.6% | -33.9% | +79.5% | +48.1% |
| 5Y | +30.7% | -34.6% | +65.3% | +29.0% |
| All | +105.1% | -9.4% | +114.5% | +74.7% |
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