-0.5%
TENB vs EXR
+96.6%
-97.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.3% |
| 7D | -12.1% | -1.2% | -10.9% | -11.8% |
| 30D | -18.6% | -6.2% | -12.4% | -16.7% |
| 3M | +12.1% | -7.4% | +19.5% | +14.9% |
| 6M | +46.8% | -0.5% | +47.4% | +46.0% |
| YTD | +28.0% | +8.1% | +19.9% | +22.2% |
| 1Y | -1.4% | -2.9% | +1.5% | -1.9% |
| 3Y | -33.9% | +22.9% | -56.9% | -42.8% |
| 5Y | -34.6% | -10.2% | -24.5% | -34.9% |
| All | -0.5% | +96.6% | -97.1% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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