+12.8%
TENB vs ESTC
+27.2%
-14.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -5.3% |
| 7D | -7.0% | +5.8% | -12.8% | -9.4% |
| 30D | -0.6% | -5.6% | +5.0% | +2.1% |
| 3M | +10.9% | +15.4% | -4.5% | +3.6% |
| 6M | +95.4% | +77.8% | +17.6% | +51.6% |
| YTD | +74.5% | +18.1% | +56.4% | +59.9% |
| 1Y | +49.2% | -3.7% | +52.9% | +47.3% |
| 3Y | +9.7% | +16.9% | -7.1% | -14.6% |
| 5Y | -24.6% | -51.2% | +26.7% | -19.1% |
| All | +12.8% | +27.2% | -14.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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