+107.2%
XLB vs TENB
+22.6%
+84.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.5% | -3.3% | +3.8% | +1.0% |
| 30D | +5.2% | +6.9% | -1.8% | +3.8% |
| 3M | +0.3% | +1.8% | -1.5% | -1.0% |
| 6M | +1.2% | +98.1% | -96.9% | -11.9% |
| YTD | +16.6% | +73.2% | -56.6% | +3.0% |
| 1Y | +21.4% | +50.7% | -29.2% | +10.0% |
| 3Y | +43.2% | +9.3% | +33.9% | +35.7% |
| 5Y | +28.0% | -25.1% | +53.2% | +24.3% |
| All | +107.2% | +22.6% | +84.6% | +57.7% |
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 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