-48.9%
XE vs TENB
+53.1%
-101.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.0% | +0.2% | -4.4% |
| 7D | -15.7% | -12.1% | -3.6% | -13.3% |
| 30D | -26.6% | -18.6% | -8.0% | -23.2% |
| 3M | -20.3% | +12.1% | -32.3% | -26.0% |
| All | -48.9% | +53.1% | -101.9% | -47.2% |
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 · Available span rolling