+54.7%
ES vs TENB
+31.4%
+23.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | -0.1% | -8.0% | +7.9% | +0.4% |
| 30D | +5.7% | +5.0% | +0.7% | +5.2% |
| 3M | -2.8% | +20.0% | -22.8% | -4.6% |
| 6M | +7.0% | +100.0% | -93.1% | +0.4% |
| YTD | +6.8% | +85.6% | -78.8% | +0.4% |
| 1Y | -0.5% | +57.8% | -58.3% | -5.1% |
| 3Y | +47.2% | +17.6% | +29.6% | +42.6% |
| 5Y | +2.3% | -21.7% | +24.0% | +0.1% |
| All | +54.7% | +31.4% | +23.3% | +30.6% |
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