-24.1%
FICO vs TENB
+12.9%
-36.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.5% |
| 7D | -0.9% | -17.0% | +16.0% | +2.7% |
| 30D | +3.3% | +8.2% | -4.9% | +0.2% |
| 3M | -31.7% | +16.5% | -48.2% | -35.7% |
| 6M | -34.0% | +99.1% | -133.1% | -50.0% |
| YTD | -58.3% | +79.0% | -137.4% | -67.7% |
| 1Y | -57.9% | +53.9% | -111.8% | -65.6% |
| 3Y | -24.1% | +13.8% | -37.9% | -28.2% |
| All | -24.1% | +12.9% | -36.9% | -28.2% |
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