+60.5%
XOM vs TENB
-34.6%
+95.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +0.4% |
| 7D | +4.1% | -12.1% | +16.2% | +4.0% |
| 30D | +4.6% | -18.6% | +23.2% | +4.5% |
| 3M | +14.0% | +12.1% | +1.9% | +13.1% |
| 6M | +11.0% | +46.8% | -35.8% | +9.3% |
| YTD | +40.7% | +28.0% | +12.7% | +39.4% |
| 1Y | +52.3% | -1.4% | +53.7% | +53.4% |
| 3Y | +60.5% | -33.9% | +94.4% | +61.9% |
| All | +60.5% | -34.6% | +95.0% | +61.9% |
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 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