+104.8%
ED vs TENB
+23.5%
+81.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.2% |
| 7D | -1.7% | -7.0% | +5.3% | -1.6% |
| 30D | +10.7% | -0.6% | +11.3% | +10.6% |
| 3M | +11.6% | +10.9% | +0.7% | +11.3% |
| 6M | +13.5% | +95.4% | -81.9% | +11.3% |
| YTD | +23.1% | +74.5% | -51.3% | +21.0% |
| 1Y | +23.1% | +49.2% | -26.1% | +21.6% |
| 3Y | +47.9% | +9.7% | +38.2% | +47.2% |
| 5Y | +83.9% | -24.6% | +108.5% | +83.3% |
| All | +104.8% | +23.5% | +81.3% | +87.9% |
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