+243.4%
FICO vs TENB
+26.7%
+216.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +1.1% |
| 7D | -0.9% | -17.0% | +16.0% | +4.9% |
| 30D | +3.3% | +8.2% | -4.9% | -1.0% |
| 3M | -31.7% | +16.5% | -48.2% | -37.3% |
| 6M | -34.0% | +99.1% | -133.1% | -51.6% |
| YTD | -58.3% | +79.0% | -137.4% | -68.6% |
| 1Y | -57.9% | +53.9% | -111.8% | -66.5% |
| 3Y | -24.1% | +13.8% | -37.9% | -34.3% |
| 5Y | +85.3% | -24.4% | +109.7% | +71.8% |
| All | +243.4% | +26.7% | +216.7% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling