+56.3%
ES vs TENB
+3.0%
+53.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.3% | -9.1% | +9.4% | +1.0% |
| 30D | -2.0% | -4.9% | +2.9% | -1.8% |
| 3M | +1.7% | +16.9% | -15.3% | -0.1% |
| 6M | -3.5% | +68.0% | -71.5% | -8.3% |
| YTD | +7.9% | +45.6% | -37.7% | +3.6% |
| 1Y | +17.2% | +12.7% | +4.4% | +15.0% |
| 3Y | +29.3% | -24.4% | +53.7% | +30.0% |
| 5Y | -5.7% | -26.7% | +21.0% | -7.6% |
| All | +56.3% | +3.0% | +53.3% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling