-2.5%
XRT vs TENB
+4.2%
-6.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.5% |
| 7D | -3.6% | -7.1% | +3.6% | -3.1% |
| 30D | -6.7% | -15.4% | +8.7% | -5.7% |
| 3M | -1.4% | +19.5% | -20.9% | -3.7% |
| 6M | +1.7% | +54.8% | -53.1% | -3.6% |
| YTD | -1.5% | +36.1% | -37.6% | -3.7% |
| 1Y | -2.5% | +7.0% | -9.5% | +5.0% |
| All | -2.5% | +4.2% | -6.6% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling