+122.5%
F vs TENB
+3.0%
+119.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +5.3% | -9.1% | +14.4% | +7.1% |
| 30D | +4.6% | -4.9% | +9.4% | +5.1% |
| 3M | -3.7% | +16.9% | -20.6% | -8.0% |
| 6M | +16.8% | +68.0% | -51.2% | +2.5% |
| YTD | +15.3% | +45.6% | -30.3% | +3.6% |
| 1Y | +31.0% | +12.7% | +18.3% | +24.4% |
| 3Y | +45.4% | -24.4% | +69.8% | +47.6% |
| 5Y | +54.7% | -26.7% | +81.4% | +52.4% |
| All | +122.5% | +3.0% | +119.5% | +77.5% |
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