-38.8%
FIS vs TENB
+9.5%
-48.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +2.8% | -3.3% | +6.1% | +3.4% |
| 30D | -16.7% | +6.9% | -23.6% | -18.1% |
| 3M | -32.3% | +1.8% | -34.1% | -33.2% |
| 6M | -29.1% | +98.1% | -127.1% | -40.9% |
| YTD | -54.1% | +73.2% | -127.4% | -61.2% |
| 1Y | -53.7% | +50.7% | -104.4% | -59.7% |
| 3Y | -38.8% | +9.3% | -48.2% | -44.2% |
| All | -38.8% | +9.5% | -48.3% | -44.2% |
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