+130.4%
XLE vs TENB
+26.2%
+104.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.4% | +1.0% |
| 7D | -6.7% | -10.8% | +4.1% | -5.3% |
| 30D | -4.4% | +0.9% | -5.3% | -4.8% |
| 3M | +4.0% | +14.3% | -10.3% | +1.1% |
| 6M | +13.2% | +92.2% | -79.1% | +0.6% |
| YTD | +41.9% | +78.3% | -36.4% | +26.5% |
| 1Y | +41.6% | +49.5% | -7.9% | +30.0% |
| 3Y | +64.0% | +12.2% | +51.8% | +55.7% |
| 5Y | +158.1% | -22.4% | +180.5% | +148.3% |
| All | +130.4% | +26.2% | +104.2% | +61.8% |
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