-23.3%
EL vs TENB
-3.6%
-19.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.5% | -1.3% |
| 7D | -4.4% | -7.1% | +2.8% | -2.9% |
| 30D | +10.3% | -15.4% | +25.6% | +13.6% |
| 3M | +13.4% | +19.5% | -6.2% | +7.4% |
| 6M | +3.1% | +54.8% | -51.7% | -9.1% |
| YTD | -6.9% | +36.1% | -43.0% | -16.1% |
| 1Y | +11.9% | +7.0% | +4.9% | +6.7% |
| 3Y | -33.8% | -27.6% | -6.2% | -32.2% |
| 5Y | -69.0% | -30.5% | -38.5% | -69.1% |
| All | -23.3% | -3.6% | -19.7% | -36.9% |
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 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