-23.8%
TENB vs ESTC
+11.7%
-35.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.4% |
| 7D | -5.0% | -4.3% | -0.7% | -3.8% |
| 30D | -7.4% | +17.7% | -25.1% | -12.5% |
| 3M | +22.3% | +42.3% | -20.0% | +8.7% |
| 6M | +60.2% | +64.6% | -4.4% | +36.5% |
| YTD | +43.2% | +17.2% | +26.0% | +31.8% |
| 1Y | +8.2% | -4.2% | +12.4% | +3.3% |
| 3Y | -23.8% | +13.5% | -37.3% | -32.0% |
| All | -23.8% | +11.7% | -35.5% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling