+175.1%
EXPD vs TENB
+26.2%
+148.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.4% |
| 7D | -7.4% | -10.8% | +3.4% | -5.9% |
| 30D | -2.1% | +0.9% | -3.0% | -2.5% |
| 3M | +5.7% | +14.3% | -8.6% | +2.6% |
| 6M | +21.4% | +92.2% | -70.8% | +7.5% |
| YTD | +27.6% | +78.3% | -50.7% | +13.5% |
| 1Y | +36.1% | +49.5% | -13.4% | +24.6% |
| 3Y | +69.9% | +12.2% | +57.7% | +60.7% |
| 5Y | +59.7% | -22.4% | +82.1% | +54.1% |
| All | +175.1% | +26.2% | +148.8% | +123.3% |
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