+128.5%
FFIV vs TENB
+1.3%
+127.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +3.9% | +3.9% |
| 7D | +3.5% | -1.7% | +5.1% | +3.9% |
| 30D | -1.3% | -8.3% | +6.9% | +0.5% |
| 3M | +2.4% | +26.2% | -23.8% | -4.8% |
| 6M | +41.8% | +60.2% | -18.4% | +22.8% |
| YTD | +58.5% | +43.1% | +15.4% | +40.6% |
| 1Y | +24.3% | +9.4% | +15.0% | +18.1% |
| 3Y | +152.0% | -23.9% | +175.9% | +157.7% |
| 5Y | +99.1% | -28.2% | +127.4% | +96.7% |
| All | +128.5% | +1.3% | +127.2% | +80.1% |
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