+169.7%
EXE vs TENB
-35.2%
+205.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.3% |
| 7D | -3.1% | -12.1% | +8.9% | -1.6% |
| 30D | -0.9% | -18.6% | +17.7% | +1.4% |
| 3M | +9.6% | +12.1% | -2.5% | +6.7% |
| 6M | -11.6% | +46.8% | -58.4% | -17.7% |
| YTD | -12.6% | +28.0% | -40.5% | -17.2% |
| 1Y | +1.2% | -1.4% | +2.6% | -0.1% |
| 3Y | +18.0% | -33.9% | +52.0% | +22.0% |
| 5Y | +101.1% | -34.6% | +135.7% | +99.3% |
| All | +169.7% | -35.2% | +205.0% | +157.4% |
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 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