+84.1%
ED vs TENB
+3.0%
+81.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.2% | -9.1% | +8.9% | 0.0% |
| 30D | -0.1% | -4.9% | +4.7% | -0.1% |
| 3M | +3.9% | +16.9% | -13.0% | +3.4% |
| 6M | -3.0% | +68.0% | -71.0% | -4.6% |
| YTD | +10.7% | +45.6% | -34.9% | +9.3% |
| 1Y | +13.3% | +12.7% | +0.6% | +12.9% |
| 3Y | +34.5% | -24.4% | +58.9% | +35.5% |
| 5Y | +67.1% | -26.7% | +93.9% | +66.0% |
| All | +84.1% | +3.0% | +81.0% | +69.7% |
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