+28.3%
XLP vs TENB
-24.1%
+52.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.0% | -9.1% | +8.1% | -1.0% |
| 30D | -0.9% | -4.9% | +4.0% | -0.9% |
| 3M | +3.8% | +16.9% | -13.1% | +3.6% |
| 6M | -1.7% | +68.0% | -69.7% | -2.3% |
| YTD | +10.3% | +45.6% | -35.3% | +10.1% |
| 1Y | +7.8% | +12.7% | -4.9% | +9.0% |
| All | +28.3% | -24.1% | +52.4% | +31.1% |
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