+68.6%
ESI vs TENB
-35.4%
+104.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.9% |
| 7D | -4.6% | -12.1% | +7.4% | -1.9% |
| 30D | -10.5% | -18.6% | +8.1% | -6.7% |
| 3M | -19.8% | +12.1% | -31.9% | -23.4% |
| 6M | +5.8% | +46.8% | -41.0% | -6.8% |
| YTD | +38.3% | +28.0% | +10.3% | +25.7% |
| 1Y | +31.5% | -1.4% | +32.9% | +28.6% |
| 3Y | +80.7% | -33.9% | +114.6% | +91.9% |
| All | +68.6% | -35.4% | +104.0% | +69.0% |
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