+101.7%
FICO vs TENB
-27.0%
+128.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.5% |
| 7D | -19.2% | -9.1% | -10.1% | -16.8% |
| 30D | -14.6% | -4.9% | -9.7% | -13.6% |
| 3M | -20.1% | +16.9% | -37.0% | -26.0% |
| 6M | -36.3% | +68.0% | -104.3% | -48.5% |
| YTD | -44.9% | +45.6% | -90.4% | -53.5% |
| 1Y | -38.6% | +12.7% | -51.4% | -43.6% |
| 3Y | +4.0% | -24.4% | +28.4% | +5.4% |
| All | +101.7% | -27.0% | +128.6% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling