+11.4%
TENB vs EXEL
+174.6%
-163.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -5.0% | +1.4% | -6.4% | -5.4% |
| 30D | -7.4% | +6.7% | -14.0% | -9.3% |
| 3M | +22.3% | +11.5% | +10.8% | +18.1% |
| 6M | +60.2% | +38.8% | +21.4% | +44.3% |
| YTD | +43.2% | +31.6% | +11.6% | +30.7% |
| 1Y | +8.2% | +53.0% | -44.9% | -6.4% |
| 3Y | -23.8% | +160.8% | -184.6% | -47.2% |
| 5Y | -26.9% | +190.1% | -217.0% | -52.1% |
| All | +11.4% | +174.6% | -163.2% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling