-37.6%
TENB vs EFV
+95.9%
-133.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.8% |
| 7D | -12.1% | -0.8% | -11.3% | -11.6% |
| 30D | -18.6% | +0.6% | -19.3% | -19.1% |
| 3M | +12.1% | +7.5% | +4.5% | +6.1% |
| 6M | +46.8% | +13.0% | +33.8% | +33.1% |
| YTD | +28.0% | +18.3% | +9.7% | +10.9% |
| 1Y | -1.4% | +26.7% | -28.1% | -19.4% |
| 3Y | -33.9% | +89.6% | -123.5% | -62.6% |
| All | -37.6% | +95.9% | -133.4% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling