+255.2%
FICO vs TENB
+29.2%
+226.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.6% | -1.0% |
| 7D | +4.0% | -9.3% | +13.3% | +7.1% |
| 30D | -1.5% | +5.3% | -6.8% | -4.5% |
| 3M | -29.8% | +13.5% | -43.3% | -34.9% |
| 6M | -33.3% | +101.5% | -134.7% | -51.3% |
| YTD | -56.9% | +82.4% | -139.3% | -67.8% |
| 1Y | -59.5% | +53.0% | -112.5% | -67.7% |
| 3Y | -26.9% | +14.8% | -41.6% | -36.9% |
| 5Y | +92.9% | -21.2% | +114.1% | +76.0% |
| All | +255.2% | +29.2% | +226.1% | +116.7% |
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