+32.9%
ES vs TENB
-25.3%
+58.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.3% | -9.1% | +9.4% | +0.5% |
| 30D | -2.0% | -4.9% | +2.9% | -1.9% |
| 3M | +1.7% | +16.9% | -15.3% | +0.9% |
| 6M | -3.5% | +68.0% | -71.5% | -5.4% |
| YTD | +7.9% | +45.6% | -37.7% | +6.6% |
| 1Y | +17.2% | +12.7% | +4.4% | +17.8% |
| All | +32.9% | -25.3% | +58.2% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling