+139.4%
ET vs TENB
-9.4%
+148.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +0.1% |
| 7D | +0.2% | -12.1% | +12.3% | +2.2% |
| 30D | +2.9% | -18.6% | +21.5% | +5.7% |
| 3M | +16.8% | +12.1% | +4.7% | +13.1% |
| 6M | +18.9% | +46.8% | -27.9% | +9.2% |
| YTD | +37.7% | +28.0% | +9.7% | +28.9% |
| 1Y | +32.4% | -1.4% | +33.8% | +29.7% |
| 3Y | +99.5% | -33.9% | +133.4% | +105.6% |
| 5Y | +244.0% | -34.6% | +278.6% | +235.8% |
| All | +139.4% | -9.4% | +148.8% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling