+137.4%
XLF vs TENB
-9.4%
+146.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.7% |
| 7D | -1.5% | -12.1% | +10.6% | +0.7% |
| 30D | -1.2% | -18.6% | +17.5% | +2.0% |
| 3M | +9.2% | +12.1% | -2.9% | +5.5% |
| 6M | +16.3% | +46.8% | -30.5% | +6.0% |
| YTD | +5.4% | +28.0% | -22.5% | -1.9% |
| 1Y | +7.6% | -1.4% | +9.0% | +5.0% |
| 3Y | +74.2% | -33.9% | +108.1% | +79.9% |
| 5Y | +66.1% | -34.6% | +100.8% | +63.7% |
| All | +137.4% | -9.4% | +146.8% | +82.9% |
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