-23.8%
TENB vs EXR
+23.6%
-47.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | -7.4% | -6.9% | -0.4% | -6.4% |
| 3M | +22.3% | -3.0% | +25.3% | +22.6% |
| 6M | +60.2% | -2.9% | +63.1% | +60.2% |
| YTD | +43.2% | +9.3% | +33.9% | +39.3% |
| 1Y | +8.2% | -0.9% | +9.1% | +7.5% |
| 3Y | -23.8% | +24.7% | -48.5% | -23.4% |
| All | -23.8% | +23.6% | -47.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling