-3.4%
ES vs TENB
-27.0%
+23.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.3% | -9.1% | +9.4% | +0.7% |
| 30D | -2.0% | -4.9% | +2.9% | -1.8% |
| 3M | +1.7% | +16.9% | -15.3% | +0.5% |
| 6M | -3.5% | +68.0% | -71.5% | -6.7% |
| YTD | +7.9% | +45.6% | -37.7% | +5.1% |
| 1Y | +17.2% | +12.7% | +4.4% | +16.1% |
| 3Y | +29.3% | -24.4% | +53.7% | +30.3% |
| All | -3.4% | -27.0% | +23.6% | -5.2% |
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