+47.6%
EFX vs TENB
-9.4%
+57.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +2.0% |
| 7D | -4.5% | -12.1% | +7.5% | -1.7% |
| 30D | -6.1% | -18.6% | +12.5% | -1.9% |
| 3M | +6.2% | +12.1% | -5.8% | +1.4% |
| 6M | -11.2% | +46.8% | -58.0% | -21.5% |
| YTD | -21.4% | +28.0% | -49.4% | -28.3% |
| 1Y | -34.3% | -1.4% | -32.9% | -36.3% |
| 3Y | -12.5% | -33.9% | +21.4% | -8.5% |
| 5Y | -35.6% | -34.6% | -0.9% | -35.2% |
| All | +47.6% | -9.4% | +57.0% | +27.4% |
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