-26.1%
TENB vs EXEL
+164.8%
-190.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -8.3% | +10.1% | -18.4% | -9.0% |
| 3M | +26.2% | +10.1% | +16.1% | +25.0% |
| 6M | +60.2% | +37.7% | +22.5% | +54.4% |
| YTD | +43.1% | +33.1% | +10.0% | +38.4% |
| 1Y | +9.4% | +52.4% | -43.0% | +3.7% |
| All | -26.1% | +164.8% | -190.9% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling