+81.3%
ELV vs TENB
+1.4%
+79.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -0.3% | -5.0% | +4.7% | +0.4% |
| 30D | +2.0% | -7.4% | +9.3% | +2.7% |
| 3M | -3.5% | +22.3% | -25.8% | -7.2% |
| 6M | +40.2% | +60.2% | -20.0% | +28.4% |
| YTD | +15.8% | +43.2% | -27.4% | +7.6% |
| 1Y | +33.2% | +8.2% | +25.0% | +29.1% |
| 3Y | -6.2% | -23.8% | +17.6% | -5.6% |
| 5Y | +16.4% | -26.9% | +43.3% | +11.9% |
| All | +81.3% | +1.4% | +79.9% | +35.3% |
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