+425.2%
SE vs TENB
+22.6%
+402.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -0.5% | -3.3% | +2.8% | +0.7% |
| 30D | -20.9% | +6.9% | -27.9% | -24.0% |
| 3M | -38.9% | +1.8% | -40.7% | -41.6% |
| 6M | -19.4% | +98.1% | -117.5% | -44.9% |
| YTD | -40.9% | +73.2% | -114.2% | -58.2% |
| 1Y | -46.2% | +50.7% | -96.9% | -59.3% |
| 3Y | +63.7% | +9.3% | +54.4% | +36.6% |
| 5Y | -77.9% | -25.1% | -52.8% | -78.6% |
| All | +425.2% | +22.6% | +402.5% | +268.3% |
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