+78.9%
TYL vs TENB
+29.2%
+49.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.3% |
| 7D | +0.5% | -9.3% | +9.9% | +3.1% |
| 30D | +25.2% | +5.3% | +19.9% | +22.4% |
| 3M | +31.8% | +13.5% | +18.3% | +24.8% |
| 6M | +36.3% | +101.5% | -65.2% | +7.4% |
| YTD | -6.3% | +82.4% | -88.7% | -24.5% |
| 1Y | -9.5% | +53.0% | -62.5% | -23.4% |
| 3Y | +1.6% | +14.8% | -13.1% | -8.8% |
| 5Y | -21.8% | -21.2% | -0.6% | -25.9% |
| All | +78.9% | +29.2% | +49.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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