+117.7%
XLY vs TENB
-9.4%
+127.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +2.3% |
| 7D | -1.7% | -12.1% | +10.4% | +1.2% |
| 30D | -4.2% | -18.6% | +14.4% | -0.1% |
| 3M | -2.7% | +12.1% | -14.7% | -7.1% |
| 6M | -0.6% | +46.8% | -47.4% | -12.6% |
| YTD | -5.0% | +28.0% | -33.0% | -14.0% |
| 1Y | -4.1% | -1.4% | -2.7% | -7.2% |
| 3Y | +33.6% | -33.9% | +67.5% | +40.2% |
| 5Y | +28.7% | -34.6% | +63.3% | +29.3% |
| All | +117.7% | -9.4% | +127.1% | +73.0% |
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 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