+135.9%
XLE vs TENB
+3.0%
+132.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.2% | -9.1% | +11.3% | +3.5% |
| 30D | +11.8% | -4.9% | +16.6% | +12.2% |
| 3M | +9.8% | +16.9% | -7.1% | +6.0% |
| 6M | +15.6% | +68.0% | -52.4% | +4.7% |
| YTD | +45.3% | +45.6% | -0.3% | +34.0% |
| 1Y | +48.3% | +12.7% | +35.6% | +42.5% |
| 3Y | +55.4% | -24.4% | +79.8% | +56.7% |
| 5Y | +216.1% | -26.7% | +242.8% | +204.2% |
| All | +135.9% | +3.0% | +132.8% | +71.3% |
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