+3.6%
ES vs TENB
-24.8%
+28.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.7% |
| 7D | +1.9% | -17.0% | +18.9% | +2.6% |
| 30D | +7.1% | +8.2% | -1.1% | +6.6% |
| 3M | -1.9% | +16.5% | -18.4% | -2.9% |
| 6M | +4.4% | +99.1% | -94.8% | 0.0% |
| YTD | +7.3% | +79.0% | -71.7% | +3.3% |
| 1Y | +2.1% | +53.9% | -51.7% | -0.6% |
| 3Y | +41.8% | +13.8% | +28.0% | +39.6% |
| All | +3.6% | -24.8% | +28.4% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling