+11.4%
TENB vs EFV
+117.9%
-106.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.0% |
| 7D | -5.0% | +1.0% | -6.0% | -5.8% |
| 30D | -7.4% | +0.2% | -7.5% | -7.6% |
| 3M | +22.3% | +9.6% | +12.7% | +13.1% |
| 6M | +60.2% | +14.0% | +46.1% | +42.4% |
| YTD | +43.2% | +18.5% | +24.8% | +22.4% |
| 1Y | +8.2% | +27.9% | -19.7% | -13.7% |
| 3Y | -23.8% | +92.4% | -116.2% | -58.4% |
| 5Y | -26.9% | +97.2% | -124.0% | -61.1% |
| All | +11.4% | +117.9% | -106.4% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling