+142.7%
FFIV vs TENB
-24.7%
+167.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | -1.5% | -5.0% | +3.4% | 0.0% |
| 30D | -2.7% | -7.4% | +4.7% | -0.9% |
| 3M | -1.7% | +22.3% | -23.9% | -9.4% |
| 6M | +36.1% | +60.2% | -24.0% | +13.6% |
| YTD | +52.6% | +43.2% | +9.4% | +31.4% |
| 1Y | +21.5% | +8.2% | +13.4% | +15.3% |
| 3Y | +142.7% | -23.8% | +166.5% | +152.9% |
| All | +142.7% | -24.7% | +167.4% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling