+71.2%
XYL vs TENB
+1.4%
+69.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.2% |
| 7D | +1.8% | -5.0% | +6.8% | +2.7% |
| 30D | -9.2% | -7.4% | -1.9% | -8.3% |
| 3M | -0.3% | +22.3% | -22.5% | -5.1% |
| 6M | -11.0% | +60.2% | -71.1% | -20.4% |
| YTD | -19.2% | +43.2% | -62.4% | -26.6% |
| 1Y | -21.2% | +8.2% | -29.4% | -24.3% |
| 3Y | +18.6% | -23.8% | +42.4% | +20.2% |
| 5Y | -14.3% | -26.9% | +12.5% | -16.4% |
| All | +71.2% | +1.4% | +69.8% | +35.5% |
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