-58.6%
FIS vs TENB
-9.4%
-49.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.5% |
| 7D | -7.9% | -12.1% | +4.2% | -5.2% |
| 30D | -8.0% | -18.6% | +10.7% | -4.0% |
| 3M | +0.6% | +12.1% | -11.5% | -3.7% |
| 6M | -22.2% | +46.8% | -69.0% | -30.8% |
| YTD | -40.8% | +28.0% | -68.7% | -45.8% |
| 1Y | -41.5% | -1.4% | -40.1% | -43.2% |
| 3Y | -25.5% | -33.9% | +8.4% | -22.7% |
| 5Y | -64.8% | -34.6% | -30.1% | -65.1% |
| All | -58.6% | -9.4% | -49.2% | -68.1% |
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