+217.2%
ESI vs TENB
+3.0%
+214.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +3.3% | -9.1% | +12.4% | +5.8% |
| 30D | -5.9% | -4.9% | -1.0% | -5.2% |
| 3M | -14.1% | +16.9% | -31.0% | -19.1% |
| 6M | +6.6% | +68.0% | -61.4% | -10.4% |
| YTD | +45.0% | +45.6% | -0.5% | +26.0% |
| 1Y | +41.5% | +12.7% | +28.7% | +32.3% |
| 3Y | +78.8% | -24.4% | +103.2% | +82.7% |
| 5Y | +70.9% | -26.7% | +97.6% | +65.6% |
| All | +217.2% | +3.0% | +214.2% | +130.1% |
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