+105.2%
XRT vs TENB
+22.6%
+82.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +1.7% | -3.3% | +5.0% | +2.4% |
| 30D | +7.5% | +6.9% | +0.6% | +5.5% |
| 3M | +2.2% | +1.8% | +0.4% | +0.2% |
| 6M | +14.7% | +98.1% | -83.4% | -5.9% |
| YTD | +7.5% | +73.2% | -65.7% | -10.0% |
| 1Y | +14.1% | +50.7% | -36.6% | -1.0% |
| 3Y | +58.8% | +9.3% | +49.4% | +47.1% |
| 5Y | -3.9% | -25.1% | +21.2% | -7.2% |
| All | +105.2% | +22.6% | +82.6% | +47.9% |
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 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