-24.8%
TYL vs TENB
-27.0%
+2.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -3.7% | -9.1% | +5.4% | -0.9% |
| 30D | +18.7% | -4.9% | +23.6% | +20.0% |
| 3M | +18.1% | +16.9% | +1.2% | +9.7% |
| 6M | -1.1% | +68.0% | -69.1% | -19.7% |
| YTD | -19.8% | +45.6% | -65.4% | -31.8% |
| 1Y | -34.3% | +12.7% | -47.1% | -39.3% |
| 3Y | -8.2% | -24.4% | +16.2% | -6.8% |
| All | -24.8% | -27.0% | +2.2% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling