+33.6%
XLY vs TENB
-34.6%
+68.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.9% |
| 7D | -1.7% | -12.1% | +10.4% | +0.4% |
| 30D | -4.2% | -18.6% | +14.4% | -1.2% |
| 3M | -2.7% | +12.1% | -14.7% | -6.3% |
| 6M | -0.6% | +46.8% | -47.4% | -10.4% |
| YTD | -5.0% | +28.0% | -33.0% | -11.8% |
| 1Y | -4.1% | -1.4% | -2.7% | -4.5% |
| 3Y | +33.6% | -33.9% | +67.5% | +44.0% |
| All | +33.6% | -34.6% | +68.2% | +44.0% |
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