-37.6%
TENB vs EXEL
+180.6%
-218.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.5% |
| 7D | -12.1% | -4.9% | -7.2% | -11.1% |
| 30D | -18.6% | +11.4% | -30.0% | -20.7% |
| 3M | +12.1% | +4.9% | +7.2% | +10.5% |
| 6M | +46.8% | +34.4% | +12.4% | +35.4% |
| YTD | +28.0% | +28.0% | -0.1% | +19.2% |
| 1Y | -1.4% | +43.6% | -45.0% | -11.6% |
| 3Y | -33.9% | +155.2% | -189.1% | -54.8% |
| All | -37.6% | +180.6% | -218.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling