+104.7%
EXC vs TENB
+22.6%
+82.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +1.4% | -3.3% | +4.6% | +1.7% |
| 30D | +8.6% | +6.9% | +1.6% | +7.7% |
| 3M | +2.4% | +1.8% | +0.6% | +1.6% |
| 6M | +6.5% | +98.1% | -91.6% | -2.4% |
| YTD | +9.0% | +73.2% | -64.2% | +0.9% |
| 1Y | +4.6% | +50.7% | -46.1% | -1.7% |
| 3Y | +33.5% | +9.3% | +24.2% | +28.3% |
| 5Y | +41.4% | -25.1% | +66.5% | +37.6% |
| All | +104.7% | +22.6% | +82.1% | +56.4% |
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