-11.2%
EL vs TENB
+22.6%
-33.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.5% | -3.3% | +4.8% | +2.2% |
| 30D | +10.0% | +6.9% | +3.1% | +8.2% |
| 3M | +28.4% | +1.8% | +26.6% | +26.4% |
| 6M | +37.1% | +98.1% | -61.0% | +14.5% |
| YTD | +7.8% | +73.2% | -65.4% | -8.3% |
| 1Y | +26.0% | +50.7% | -24.6% | +10.8% |
| 3Y | +3.8% | +9.3% | -5.5% | -2.5% |
| 5Y | -65.2% | -25.1% | -40.1% | -66.2% |
| All | -11.2% | +22.6% | -33.8% | -31.0% |
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