+174.5%
EXPD vs TENB
+3.0%
+171.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -1.1% | -9.1% | +7.9% | +0.2% |
| 30D | +4.1% | -4.9% | +8.9% | +4.5% |
| 3M | +17.9% | +16.9% | +1.0% | +13.9% |
| 6M | +29.2% | +68.0% | -38.7% | +17.0% |
| YTD | +27.4% | +45.6% | -18.2% | +17.5% |
| 1Y | +56.8% | +12.7% | +44.1% | +50.8% |
| 3Y | +68.0% | -24.4% | +92.4% | +69.4% |
| 5Y | +61.9% | -26.7% | +88.6% | +57.9% |
| All | +174.5% | +3.0% | +171.5% | +131.2% |
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