+158.8%
TEL vs TENB
-9.4%
+168.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.0% | +9.6% | +4.9% |
| 7D | +1.6% | -12.1% | +13.7% | +4.3% |
| 30D | -0.7% | -18.6% | +18.0% | +3.2% |
| 3M | +2.4% | +12.1% | -9.6% | -2.1% |
| 6M | +4.1% | +46.8% | -42.7% | -8.0% |
| YTD | -5.8% | +28.0% | -33.8% | -14.5% |
| 1Y | +0.9% | -1.4% | +2.3% | -2.3% |
| 3Y | +72.6% | -33.9% | +106.5% | +80.5% |
| 5Y | +57.5% | -34.6% | +92.2% | +56.7% |
| All | +158.8% | -9.4% | +168.2% | +100.9% |
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