+97.0%
XRT vs TENB
+3.0%
+93.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +0.8% | -9.1% | +9.9% | +2.9% |
| 30D | -4.2% | -4.9% | +0.7% | -3.7% |
| 3M | +5.1% | +16.9% | -11.8% | -0.5% |
| 6M | +2.4% | +68.0% | -65.6% | -12.4% |
| YTD | +3.2% | +45.6% | -42.4% | -9.1% |
| 1Y | +1.5% | +12.7% | -11.2% | -4.6% |
| 3Y | +40.6% | -24.4% | +65.0% | +42.7% |
| 5Y | -1.0% | -26.7% | +25.7% | -2.9% |
| All | +97.0% | +3.0% | +93.9% | +49.4% |
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