+127.7%
EXPE vs TENB
-3.6%
+131.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.4% | +3.0% |
| 7D | -8.7% | -7.1% | -1.5% | -6.6% |
| 30D | -13.6% | -15.4% | +1.7% | -9.9% |
| 3M | +26.6% | +19.5% | +7.1% | +16.9% |
| 6M | +19.9% | +54.8% | -34.9% | +0.2% |
| YTD | -1.7% | +36.1% | -37.8% | -14.4% |
| 1Y | +29.4% | +7.0% | +22.5% | +21.4% |
| 3Y | +155.7% | -27.6% | +183.2% | +163.9% |
| 5Y | +93.1% | -30.5% | +123.5% | +91.8% |
| All | +127.7% | -3.6% | +131.3% | +70.2% |
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 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