+674.0%
ELF vs TENB
+3.0%
+670.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +5.4% | -9.1% | +14.4% | +7.6% |
| 30D | +27.0% | -4.9% | +31.8% | +27.6% |
| 3M | +113.2% | +16.9% | +96.3% | +101.5% |
| 6M | +36.6% | +68.0% | -31.4% | +16.1% |
| YTD | +44.2% | +45.6% | -1.3% | +26.3% |
| 1Y | -18.0% | +12.7% | -30.7% | -23.2% |
| 3Y | -19.9% | -24.4% | +4.5% | -18.6% |
| 5Y | +257.7% | -26.7% | +284.4% | +246.3% |
| All | +674.0% | +3.0% | +670.9% | +449.5% |
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