-15.8%
F vs TENB
-24.8%
+9.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.1% |
| 7D | +1.6% | -17.0% | +18.5% | +4.7% |
| 30D | +2.6% | +8.2% | -5.6% | +0.7% |
| 3M | -8.8% | +16.5% | -25.3% | -12.6% |
| 6M | +4.6% | +99.1% | -94.5% | -12.5% |
| YTD | -1.9% | +79.0% | -80.9% | -16.8% |
| 1Y | -0.8% | +53.9% | -54.6% | -12.5% |
| 3Y | +43.5% | +13.8% | +29.6% | +34.9% |
| All | -15.8% | -24.8% | +9.0% | -16.3% |
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 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