+168.4%
EXPD vs TENB
+26.7%
+141.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.6% |
| 7D | -7.2% | -17.0% | +9.8% | -4.7% |
| 30D | -3.3% | +8.2% | -11.5% | -4.7% |
| 3M | +3.4% | +16.5% | -13.1% | +0.1% |
| 6M | +22.7% | +99.1% | -76.4% | +8.1% |
| YTD | +24.5% | +79.0% | -54.5% | +10.7% |
| 1Y | +38.6% | +53.9% | -15.2% | +26.4% |
| 3Y | +71.5% | +13.8% | +57.7% | +61.8% |
| 5Y | +56.2% | -24.4% | +80.6% | +51.5% |
| All | +168.4% | +26.7% | +141.7% | +117.8% |
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