+110.7%
ECL vs TENB
-9.4%
+120.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.6% |
| 7D | -1.1% | -12.1% | +11.0% | +0.7% |
| 30D | -0.8% | -18.6% | +17.8% | +1.8% |
| 3M | +5.0% | +12.1% | -7.0% | +1.9% |
| 6M | +0.2% | +46.8% | -46.6% | -7.9% |
| YTD | +5.8% | +28.0% | -22.2% | -1.0% |
| 1Y | +1.5% | -1.4% | +3.0% | -0.5% |
| 3Y | +55.0% | -33.9% | +88.9% | +59.2% |
| 5Y | +29.3% | -34.6% | +63.9% | +27.6% |
| All | +110.7% | -9.4% | +120.1% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling