+34.1%
XLP vs TENB
-27.0%
+61.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.0% | -9.1% | +8.1% | -0.7% |
| 30D | -0.9% | -4.9% | +4.0% | -0.8% |
| 3M | +3.8% | +16.9% | -13.1% | +2.8% |
| 6M | -1.7% | +68.0% | -69.7% | -4.5% |
| YTD | +10.3% | +45.6% | -35.3% | +7.9% |
| 1Y | +7.8% | +12.7% | -4.9% | +7.1% |
| 3Y | +27.2% | -24.4% | +51.6% | +28.6% |
| All | +34.1% | -27.0% | +61.1% | +32.9% |
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