+41.9%
XLP vs TENB
+12.9%
+29.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.3% |
| 7D | +0.7% | -17.0% | +17.7% | +0.7% |
| 30D | +10.3% | +8.2% | +2.1% | +10.3% |
| 3M | +6.5% | +16.5% | -9.9% | +6.5% |
| 6M | +8.4% | +99.1% | -90.7% | +7.6% |
| YTD | +18.2% | +79.0% | -60.9% | +18.0% |
| 1Y | +22.4% | +53.9% | -31.4% | +23.4% |
| 3Y | +41.9% | +13.8% | +28.1% | +44.2% |
| All | +41.9% | +12.9% | +29.0% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling