+61.1%
XRT vs TENB
+15.3%
+45.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | -1.4% | -9.3% | +7.9% | -0.1% |
| 30D | +9.8% | +5.3% | +4.5% | +8.6% |
| 3M | +3.3% | +13.5% | -10.2% | +0.5% |
| 6M | +13.6% | +101.5% | -87.9% | -3.9% |
| YTD | +9.1% | +82.4% | -73.4% | -5.8% |
| 1Y | +15.1% | +53.0% | -38.0% | +5.3% |
| All | +61.1% | +15.3% | +45.8% | +58.0% |
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