-55.0%
FIS vs TENB
+3.0%
-58.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.1% | -9.1% | +10.2% | +3.2% |
| 30D | -2.2% | -4.9% | +2.6% | -1.4% |
| 3M | +2.1% | +16.9% | -14.8% | -3.0% |
| 6M | -14.7% | +68.0% | -82.6% | -26.4% |
| YTD | -35.7% | +45.6% | -81.3% | -42.8% |
| 1Y | -37.1% | +12.7% | -49.8% | -40.7% |
| 3Y | -20.0% | -24.4% | +4.4% | -19.5% |
| 5Y | -62.1% | -26.7% | -35.4% | -63.4% |
| All | -55.0% | +3.0% | -58.1% | -66.4% |
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