-1.6%
F vs TENB
+57.0%
-58.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | +0.7% |
| 7D | -0.6% | -8.0% | +7.3% | -0.7% |
| 30D | +2.9% | +5.0% | -2.1% | +3.1% |
| 3M | -9.5% | +20.0% | -29.5% | -9.0% |
| 6M | +4.0% | +100.0% | -96.0% | +4.2% |
| YTD | -1.3% | +85.6% | -86.9% | -0.7% |
| All | -1.6% | +57.0% | -58.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling