+5.9%
TENB vs EXEL
+173.5%
-167.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.3% | -4.5% |
| 7D | -7.1% | -2.9% | -4.3% | -6.4% |
| 30D | -15.4% | +11.9% | -27.2% | -18.1% |
| 3M | +19.5% | +9.2% | +10.3% | +16.1% |
| 6M | +54.8% | +39.1% | +15.7% | +39.4% |
| YTD | +36.1% | +31.0% | +5.1% | +24.3% |
| 1Y | +7.0% | +52.3% | -45.4% | -7.3% |
| 3Y | -27.6% | +159.7% | -187.3% | -49.8% |
| 5Y | -30.5% | +187.7% | -218.2% | -54.3% |
| All | +5.9% | +173.5% | -167.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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