+225.6%
FANG vs TENB
-35.4%
+261.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.3% |
| 7D | +2.9% | -12.1% | +15.0% | +4.1% |
| 30D | +2.6% | -18.6% | +21.2% | +4.3% |
| 3M | +7.6% | +12.1% | -4.5% | +4.9% |
| 6M | +17.3% | +46.8% | -29.5% | +10.3% |
| YTD | +38.7% | +28.0% | +10.7% | +32.1% |
| 1Y | +51.6% | -1.4% | +53.1% | +49.7% |
| 3Y | +50.0% | -33.9% | +83.9% | +53.5% |
| All | +225.6% | -35.4% | +261.0% | +228.3% |
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