+37.6%
XLC vs TENB
-26.8%
+64.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | -0.9% | -8.3% | +7.4% | +0.3% |
| 3M | -0.3% | +26.2% | -26.5% | -6.0% |
| 6M | -5.2% | +60.2% | -65.4% | -15.6% |
| YTD | -5.3% | +43.1% | -48.4% | -14.1% |
| 1Y | -2.8% | +9.4% | -12.2% | -6.6% |
| 3Y | +71.2% | -23.9% | +95.1% | +74.4% |
| 5Y | +37.6% | -28.2% | +65.8% | +35.2% |
| All | +37.6% | -26.8% | +64.4% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling