+16.9%
EIX vs TENB
-21.4%
+38.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.6% |
| 7D | -2.5% | -9.3% | +6.8% | -2.0% |
| 30D | +7.7% | +5.3% | +2.4% | +7.3% |
| 3M | -12.9% | +13.5% | -26.3% | -13.8% |
| 6M | -12.7% | +101.5% | -114.1% | -18.1% |
| YTD | +5.5% | +82.4% | -77.0% | -0.4% |
| 1Y | +9.4% | +53.0% | -43.7% | +5.4% |
| 3Y | +9.7% | +14.8% | -5.1% | +7.9% |
| 5Y | +16.9% | -21.2% | +38.1% | +13.8% |
| All | +16.9% | -21.4% | +38.3% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling