+101.2%
XLB vs TENB
-9.4%
+110.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +1.3% |
| 7D | -2.8% | -12.1% | +9.2% | -0.9% |
| 30D | -3.1% | -18.6% | +15.5% | -0.3% |
| 3M | -0.2% | +12.1% | -12.2% | -3.4% |
| 6M | +3.1% | +46.8% | -43.7% | -5.7% |
| YTD | +13.3% | +28.0% | -14.7% | +5.6% |
| 1Y | +12.0% | -1.4% | +13.4% | +9.6% |
| 3Y | +31.4% | -33.9% | +65.3% | +35.8% |
| 5Y | +33.9% | -34.6% | +68.6% | +32.7% |
| All | +101.2% | -9.4% | +110.6% | +61.7% |
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