+55.0%
ES vs TENB
+1.3%
+53.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -1.0% | -8.3% | +7.2% | -0.6% |
| 3M | +1.5% | +26.2% | -24.7% | -0.9% |
| 6M | -3.5% | +60.2% | -63.7% | -7.9% |
| YTD | +7.0% | +43.1% | -36.1% | +2.9% |
| 1Y | +15.3% | +9.4% | +6.0% | +13.5% |
| 3Y | +30.2% | -23.9% | +54.1% | +30.8% |
| 5Y | -4.3% | -28.2% | +23.9% | -6.0% |
| All | +55.0% | +1.3% | +53.7% | +33.8% |
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