+64.0%
ENB vs TENB
-32.3%
+96.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.0% | -3.6% |
| 7D | -4.6% | -7.1% | +2.6% | -4.2% |
| 30D | -5.2% | -15.4% | +10.1% | -4.5% |
| 3M | -13.4% | +19.5% | -32.9% | -14.6% |
| 6M | -7.8% | +54.8% | -62.6% | -10.7% |
| YTD | +4.9% | +36.1% | -31.2% | +2.4% |
| 1Y | +3.2% | +7.0% | -3.7% | +2.7% |
| 3Y | +71.0% | -27.6% | +98.5% | +74.0% |
| 5Y | +64.0% | -30.5% | +94.5% | +60.6% |
| All | +64.0% | -32.3% | +96.3% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling