+94.9%
FFIV vs TENB
+9.5%
+85.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -0.5% | -3.3% | +2.7% | +0.4% |
| 30D | -32.4% | +6.9% | -39.3% | -34.0% |
| 3M | -25.7% | +1.8% | -27.5% | -26.8% |
| 6M | -13.5% | +98.1% | -111.6% | -34.0% |
| YTD | +21.1% | +73.2% | -52.1% | -3.8% |
| 1Y | +29.4% | +50.7% | -21.3% | +8.7% |
| 3Y | +94.9% | +9.3% | +85.6% | +87.4% |
| All | +94.9% | +9.5% | +85.4% | +87.4% |
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