+64.7%
XLC vs TENB
+9.5%
+55.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +3.7% | -3.3% | +7.0% | +4.1% |
| 30D | -1.9% | +6.9% | -8.8% | -3.1% |
| 3M | -3.1% | +1.8% | -4.9% | -4.0% |
| 6M | -6.4% | +98.1% | -104.4% | -17.4% |
| YTD | -6.8% | +73.2% | -80.1% | -16.0% |
| 1Y | -1.7% | +50.7% | -52.4% | -8.4% |
| 3Y | +64.7% | +9.3% | +55.4% | +70.6% |
| All | +64.7% | +9.5% | +55.2% | +70.6% |
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