+360.4%
FAST vs TENB
+26.7%
+333.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.9% |
| 7D | +2.1% | -17.0% | +19.1% | +4.9% |
| 30D | +6.9% | +8.2% | -1.3% | +5.1% |
| 3M | +4.8% | +16.5% | -11.6% | +1.1% |
| 6M | +19.8% | +99.1% | -79.3% | +4.0% |
| YTD | +34.9% | +79.0% | -44.2% | +18.1% |
| 1Y | +32.8% | +53.9% | -21.1% | +19.7% |
| 3Y | +93.7% | +13.8% | +79.9% | +82.2% |
| 5Y | +105.3% | -24.4% | +129.7% | +99.5% |
| All | +360.4% | +26.7% | +333.7% | +256.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling