+162.2%
XLI vs TENB
+1.4%
+160.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.0% | -5.0% | +6.0% | +1.8% |
| 30D | -5.8% | -7.4% | +1.6% | -5.0% |
| 3M | +0.7% | +22.3% | -21.6% | -3.8% |
| 6M | +3.2% | +60.2% | -57.0% | -6.8% |
| YTD | +13.0% | +43.2% | -30.2% | +3.6% |
| 1Y | +16.8% | +8.2% | +8.6% | +12.7% |
| 3Y | +72.4% | -23.8% | +96.2% | +74.3% |
| 5Y | +82.8% | -26.9% | +109.6% | +77.7% |
| All | +162.2% | +1.4% | +160.8% | +104.2% |
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 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