+89.7%
ELV vs TENB
-9.4%
+99.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.3% |
| 7D | +3.2% | -12.1% | +15.3% | +4.9% |
| 30D | +5.4% | -18.6% | +24.0% | +8.0% |
| 3M | +5.4% | +12.1% | -6.7% | +2.4% |
| 6M | +45.7% | +46.8% | -1.1% | +34.9% |
| YTD | +21.2% | +28.0% | -6.8% | +14.2% |
| 1Y | +35.6% | -1.4% | +37.0% | +32.9% |
| 3Y | -2.0% | -33.9% | +31.9% | +0.6% |
| 5Y | +26.0% | -34.6% | +60.6% | +22.8% |
| All | +89.7% | -9.4% | +99.1% | +43.6% |
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