+72.4%
XLRE vs TENB
-3.6%
+76.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.0% | -0.1% |
| 7D | -2.7% | -7.1% | +4.4% | -1.6% |
| 30D | -2.3% | -15.4% | +13.0% | -0.2% |
| 3M | -3.5% | +19.5% | -23.0% | -7.4% |
| 6M | +1.9% | +54.8% | -52.9% | -7.3% |
| YTD | +8.3% | +36.1% | -27.8% | +0.3% |
| 1Y | +6.4% | +7.0% | -0.6% | +2.7% |
| 3Y | +30.2% | -27.6% | +57.8% | +32.1% |
| 5Y | +8.6% | -30.5% | +39.1% | +6.4% |
| All | +72.4% | -3.6% | +76.0% | +38.8% |
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