+68.6%
ESI vs TENB
-32.3%
+100.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.4% |
| 7D | -2.3% | -7.1% | +4.8% | -0.7% |
| 30D | -9.0% | -15.4% | +6.3% | -6.0% |
| 3M | -13.3% | +19.5% | -32.8% | -18.3% |
| 6M | +5.3% | +54.8% | -49.5% | -8.2% |
| YTD | +37.6% | +36.1% | +1.5% | +23.4% |
| 1Y | +33.6% | +7.0% | +26.6% | +28.2% |
| 3Y | +75.8% | -27.6% | +103.3% | +82.7% |
| 5Y | +68.6% | -30.5% | +99.0% | +63.9% |
| All | +68.6% | -32.3% | +100.9% | +63.9% |
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