+106.6%
XLU vs TENB
-3.6%
+110.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.6% |
| 7D | -1.2% | -7.1% | +5.9% | -0.6% |
| 30D | -2.5% | -15.4% | +12.8% | -1.4% |
| 3M | -2.7% | +19.5% | -22.3% | -4.9% |
| 6M | -7.5% | +54.8% | -62.3% | -12.0% |
| YTD | +0.9% | +36.1% | -35.2% | -3.1% |
| 1Y | +3.3% | +7.0% | -3.7% | +1.6% |
| 3Y | +47.3% | -27.6% | +74.9% | +48.8% |
| 5Y | +44.4% | -30.5% | +74.9% | +41.8% |
| All | +106.6% | -3.6% | +110.2% | +75.1% |
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 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