+302.5%
ENTG vs TENB
-9.4%
+311.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +4.4% |
| 7D | +1.2% | -12.1% | +13.3% | +6.0% |
| 30D | -12.9% | -18.6% | +5.8% | -6.7% |
| 3M | -3.1% | +12.1% | -15.1% | -9.8% |
| 6M | +21.0% | +46.8% | -25.8% | -1.1% |
| YTD | +67.0% | +28.0% | +39.0% | +42.7% |
| 1Y | +68.6% | -1.4% | +70.0% | +60.8% |
| 3Y | +48.6% | -33.9% | +82.6% | +63.5% |
| 5Y | +18.6% | -34.6% | +53.2% | +24.7% |
| All | +302.5% | -9.4% | +311.9% | +216.6% |
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