-29.7%
TENB vs EFV
+88.2%
-117.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | -7.1% | -2.0% | -5.1% | -6.3% |
| 30D | -15.4% | -0.2% | -15.2% | -15.3% |
| 3M | +19.5% | +9.1% | +10.4% | +14.7% |
| 6M | +54.8% | +11.7% | +43.1% | +46.2% |
| YTD | +36.1% | +17.0% | +19.1% | +24.2% |
| 1Y | +7.0% | +26.7% | -19.7% | -7.3% |
| All | -29.7% | +88.2% | -117.9% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling