-17.5%
EL vs TENB
+3.0%
-20.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +0.8% | -9.1% | +9.9% | +2.7% |
| 30D | +19.8% | -4.9% | +24.7% | +20.5% |
| 3M | +25.7% | +16.9% | +8.8% | +19.7% |
| 6M | +5.4% | +68.0% | -62.5% | -8.6% |
| YTD | +0.2% | +45.6% | -45.3% | -10.9% |
| 1Y | +20.4% | +12.7% | +7.7% | +13.7% |
| 3Y | -32.1% | -24.4% | -7.7% | -31.1% |
| 5Y | -67.2% | -26.7% | -40.5% | -67.7% |
| All | -17.5% | +3.0% | -20.5% | -33.0% |
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