+53.1%
TYL vs TENB
+3.0%
+50.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -3.7% | -9.1% | +5.4% | -1.2% |
| 30D | +18.7% | -4.9% | +23.6% | +19.9% |
| 3M | +18.1% | +16.9% | +1.2% | +10.9% |
| 6M | -1.1% | +68.0% | -69.1% | -17.2% |
| YTD | -19.8% | +45.6% | -65.4% | -30.2% |
| 1Y | -34.3% | +12.7% | -47.1% | -38.6% |
| 3Y | -8.2% | -24.4% | +16.2% | -6.9% |
| 5Y | -25.4% | -26.7% | +1.3% | -26.5% |
| All | +53.1% | +3.0% | +50.0% | +23.8% |
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 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