-6.9%
TYL vs TENB
-25.3%
+18.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -3.7% | -9.1% | +5.4% | -1.6% |
| 30D | +18.7% | -4.9% | +23.6% | +19.7% |
| 3M | +18.1% | +16.9% | +1.2% | +11.6% |
| 6M | -1.1% | +68.0% | -69.1% | -16.0% |
| YTD | -19.8% | +45.6% | -65.4% | -29.6% |
| 1Y | -34.3% | +12.7% | -47.1% | -39.3% |
| All | -6.9% | -25.3% | +18.4% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling