+58.4%
ES vs TENB
+23.5%
+34.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +1.2% |
| 7D | -1.1% | -7.0% | +6.0% | -0.6% |
| 30D | +8.2% | -0.6% | +8.8% | +8.0% |
| 3M | +0.6% | +10.9% | -10.3% | -0.7% |
| 6M | +6.0% | +95.4% | -89.4% | -0.5% |
| YTD | +9.3% | +74.5% | -65.1% | +3.2% |
| 1Y | +1.1% | +49.2% | -48.1% | -3.2% |
| 3Y | +51.9% | +9.7% | +42.2% | +47.9% |
| 5Y | +6.5% | -24.6% | +31.0% | +4.4% |
| All | +58.4% | +23.5% | +34.9% | +34.3% |
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 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