+136.5%
ECL vs TENB
+22.6%
+113.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +2.9% | -3.3% | +6.1% | +3.3% |
| 30D | +7.5% | +6.9% | +0.6% | +6.2% |
| 3M | +12.2% | +1.8% | +10.4% | +10.9% |
| 6M | +24.6% | +98.1% | -73.5% | +9.5% |
| YTD | +18.8% | +73.2% | -54.5% | +5.7% |
| 1Y | +19.3% | +50.7% | -31.3% | +8.8% |
| 3Y | +78.2% | +9.3% | +68.9% | +68.3% |
| 5Y | +38.8% | -25.1% | +63.9% | +34.5% |
| All | +136.5% | +22.6% | +113.9% | +82.1% |
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