+46.2%
EXC vs TENB
-28.0%
+74.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +1.2% | -5.0% | +6.2% | +1.4% |
| 30D | -2.7% | -7.4% | +4.6% | -2.6% |
| 3M | -1.0% | +22.3% | -23.2% | -1.9% |
| 6M | -9.3% | +60.2% | -69.4% | -11.1% |
| YTD | +3.6% | +43.2% | -39.6% | +1.9% |
| 1Y | +5.9% | +8.2% | -2.2% | +5.5% |
| 3Y | +21.3% | -23.8% | +45.1% | +22.1% |
| 5Y | +46.2% | -26.9% | +73.0% | +41.8% |
| All | +46.2% | -28.0% | +74.2% | +41.8% |
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 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