-22.4%
TYL vs TENB
-24.8%
+2.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.9% |
| 7D | +6.7% | -17.0% | +23.6% | +12.4% |
| 30D | +26.5% | +8.2% | +18.4% | +22.3% |
| 3M | +37.3% | +16.5% | +20.8% | +28.1% |
| 6M | +31.2% | +99.1% | -67.9% | -0.1% |
| YTD | -7.4% | +79.0% | -86.4% | -27.4% |
| 1Y | -9.6% | +53.9% | -63.4% | -25.6% |
| 3Y | +1.9% | +13.8% | -11.9% | -10.1% |
| All | -22.4% | -24.8% | +2.4% | -22.5% |
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