-39.3%
FICO vs TENB
+8.6%
-47.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -15.4% | -5.0% | -10.4% | -14.3% |
| 30D | -10.4% | -7.4% | -3.0% | -8.9% |
| 3M | -22.7% | +22.3% | -45.0% | -29.9% |
| 6M | -36.8% | +60.2% | -96.9% | -50.0% |
| YTD | -44.8% | +43.2% | -88.0% | -53.8% |
| 1Y | -39.3% | +8.2% | -47.5% | -34.5% |
| All | -39.3% | +8.6% | -47.9% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling