-37.0%
FISV vs TENB
+1.3%
-38.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.3% | -4.3% |
| 7D | -6.4% | -1.7% | -4.7% | -6.0% |
| 30D | -6.8% | -8.3% | +1.4% | -5.2% |
| 3M | -10.0% | +26.2% | -36.1% | -16.0% |
| 6M | -20.6% | +60.2% | -80.8% | -30.7% |
| YTD | -27.6% | +43.1% | -70.7% | -35.3% |
| 1Y | -64.3% | +9.4% | -73.7% | -65.8% |
| 3Y | -60.0% | -23.9% | -36.1% | -59.5% |
| 5Y | -57.7% | -28.2% | -29.5% | -59.0% |
| All | -37.0% | +1.3% | -38.3% | -52.7% |
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 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