+141.8%
XLC vs TENB
-3.6%
+145.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.6% |
| 7D | -1.7% | -7.1% | +5.5% | -0.2% |
| 30D | +0.2% | -15.4% | +15.6% | +3.1% |
| 3M | +0.7% | +19.5% | -18.8% | -4.4% |
| 6M | -4.5% | +54.8% | -59.3% | -15.1% |
| YTD | -4.7% | +36.1% | -40.9% | -13.5% |
| 1Y | -1.5% | +7.0% | -8.5% | -5.8% |
| 3Y | +72.2% | -27.6% | +99.8% | +75.9% |
| 5Y | +39.3% | -30.5% | +69.8% | +37.2% |
| All | +141.8% | -3.6% | +145.5% | +90.8% |
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