+80.4%
XLI vs TENB
-32.3%
+112.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | -0.1% |
| 7D | -2.3% | -7.1% | +4.8% | -1.4% |
| 30D | -8.2% | -15.4% | +7.2% | -6.4% |
| 3M | +0.8% | +19.5% | -18.7% | -2.6% |
| 6M | +0.8% | +54.8% | -54.0% | -6.8% |
| YTD | +10.5% | +36.1% | -25.6% | +3.8% |
| 1Y | +14.1% | +7.0% | +7.1% | +11.5% |
| 3Y | +68.6% | -27.6% | +96.2% | +72.7% |
| 5Y | +80.4% | -30.5% | +110.9% | +77.9% |
| All | +80.4% | -32.3% | +112.7% | +77.9% |
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 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