+80.7%
FFIV vs TENB
+29.2%
+51.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | +0.3% |
| 7D | -2.9% | -9.3% | +6.4% | -0.5% |
| 30D | -32.4% | +5.3% | -37.7% | -33.5% |
| 3M | -22.7% | +13.5% | -36.2% | -26.1% |
| 6M | -10.7% | +101.5% | -112.1% | -27.4% |
| YTD | +25.4% | +82.4% | -57.1% | +3.6% |
| 1Y | +34.2% | +53.0% | -18.9% | +15.9% |
| 3Y | +101.2% | +14.8% | +86.4% | +85.3% |
| 5Y | +42.0% | -21.2% | +63.1% | +35.7% |
| All | +80.7% | +29.2% | +51.6% | +32.7% |
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