+89.2%
F vs TENB
+26.2%
+63.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | 0.0% |
| 7D | +1.0% | -10.8% | +11.7% | +2.9% |
| 30D | +2.1% | +0.9% | +1.2% | +1.5% |
| 3M | -10.3% | +14.3% | -24.6% | -13.7% |
| 6M | +3.3% | +92.2% | -89.0% | -11.9% |
| YTD | -2.0% | +78.3% | -80.3% | -16.0% |
| 1Y | -2.3% | +49.5% | -51.8% | -13.0% |
| 3Y | +49.9% | +12.2% | +37.7% | +40.4% |
| 5Y | -12.5% | -22.4% | +9.9% | -15.6% |
| All | +89.2% | +26.2% | +63.0% | +43.9% |
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