+33.5%
EXC vs TENB
+9.5%
+24.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.3% |
| 7D | +1.4% | -3.3% | +4.6% | +1.3% |
| 30D | +8.6% | +6.9% | +1.6% | +9.0% |
| 3M | +2.4% | +1.8% | +0.6% | +2.8% |
| 6M | +6.5% | +98.1% | -91.6% | +9.3% |
| YTD | +9.0% | +73.2% | -64.2% | +11.6% |
| 1Y | +4.6% | +50.7% | -46.1% | +6.7% |
| 3Y | +33.5% | +9.3% | +24.2% | +34.6% |
| All | +33.5% | +9.5% | +24.0% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling