-60.8%
EOSE vs TENB
-11.6%
-49.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +1.1% |
| 7D | +1.8% | -12.1% | +13.9% | +6.4% |
| 30D | -6.8% | -18.6% | +11.8% | -0.8% |
| 3M | -36.3% | +12.1% | -48.3% | -40.8% |
| 6M | -38.8% | +46.8% | -85.6% | -49.8% |
| YTD | -65.5% | +28.0% | -93.5% | -70.5% |
| 1Y | -45.3% | -1.4% | -43.9% | -47.2% |
| 3Y | +44.2% | -33.9% | +78.1% | +55.7% |
| 5Y | -69.5% | -34.6% | -34.9% | -67.8% |
| All | -60.8% | -11.6% | -49.1% | -57.8% |
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