+20.6%
XHB vs TENB
-30.4%
+51.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.5% | -1.6% |
| 7D | -5.2% | -7.1% | +1.9% | -4.2% |
| 30D | -12.1% | -15.4% | +3.2% | -10.1% |
| 3M | -6.2% | +19.5% | -25.7% | -10.1% |
| 6M | -6.7% | +54.8% | -61.5% | -15.7% |
| YTD | -5.5% | +36.1% | -41.6% | -12.1% |
| 1Y | -15.6% | +7.0% | -22.6% | -15.9% |
| All | +20.6% | -30.4% | +51.0% | +31.3% |
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