+14.2%
ELF vs TENB
+12.9%
+1.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +6.5% |
| 7D | +4.0% | -17.0% | +21.0% | +7.3% |
| 30D | +10.6% | +8.2% | +2.4% | +8.4% |
| 3M | +25.8% | +16.5% | +9.3% | +20.7% |
| 6M | +89.1% | +99.1% | -10.0% | +52.6% |
| YTD | +52.7% | +79.0% | -26.3% | +26.4% |
| 1Y | +51.7% | +53.9% | -2.1% | +34.0% |
| 3Y | +14.2% | +13.8% | +0.4% | +1.4% |
| All | +14.2% | +12.9% | +1.4% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling