-23.5%
XYL vs TENB
-0.2%
-23.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +0.5% |
| 7D | +1.2% | -12.1% | +13.3% | +1.4% |
| 30D | -11.9% | -18.6% | +6.7% | -11.6% |
| 3M | -1.5% | +12.1% | -13.6% | -0.7% |
| 6M | -11.9% | +46.8% | -58.7% | -10.4% |
| YTD | -20.6% | +28.0% | -48.5% | -19.3% |
| 1Y | -23.5% | -1.4% | -22.1% | -21.8% |
| All | -23.5% | -0.2% | -23.3% | -21.8% |
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