+92.0%
EXC vs TENB
-3.6%
+95.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.2% |
| 7D | -1.6% | -7.1% | +5.5% | -0.9% |
| 30D | -2.4% | -15.4% | +13.0% | -1.0% |
| 3M | -4.0% | +19.5% | -23.5% | -6.5% |
| 6M | -9.8% | +54.8% | -64.6% | -15.1% |
| YTD | +2.3% | +36.1% | -33.8% | -2.7% |
| 1Y | +3.8% | +7.0% | -3.1% | +1.6% |
| 3Y | +19.7% | -27.6% | +47.3% | +20.7% |
| 5Y | +45.6% | -30.5% | +76.1% | +40.9% |
| All | +92.0% | -3.6% | +95.7% | +50.8% |
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