+41.5%
ESI vs TENB
+11.6%
+29.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +3.3% | -9.1% | +12.4% | +4.2% |
| 30D | -5.9% | -4.9% | -1.0% | -5.6% |
| 3M | -14.1% | +16.9% | -31.0% | -14.8% |
| 6M | +6.6% | +68.0% | -61.4% | +2.0% |
| YTD | +45.0% | +45.6% | -0.5% | +46.8% |
| 1Y | +41.5% | +12.7% | +28.7% | +62.7% |
| All | +41.5% | +11.6% | +29.9% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling