+76.8%
TYL vs TENB
+26.7%
+50.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.0% |
| 7D | +6.7% | -17.0% | +23.6% | +11.9% |
| 30D | +26.5% | +8.2% | +18.4% | +22.8% |
| 3M | +37.3% | +16.5% | +20.8% | +29.1% |
| 6M | +31.2% | +99.1% | -67.9% | +3.7% |
| YTD | -7.4% | +79.0% | -86.4% | -25.0% |
| 1Y | -9.6% | +53.9% | -63.4% | -23.6% |
| 3Y | +1.9% | +13.8% | -11.9% | -8.3% |
| 5Y | -21.1% | -24.4% | +3.3% | -24.5% |
| All | +76.8% | +26.7% | +50.1% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling