+66.7%
FITB vs TENB
-35.4%
+102.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.5% |
| 7D | -0.3% | -12.1% | +11.8% | +1.8% |
| 30D | -5.7% | -18.6% | +13.0% | -2.8% |
| 3M | +3.2% | +12.1% | -8.9% | -0.5% |
| 6M | +23.4% | +46.8% | -23.4% | +11.9% |
| YTD | +18.8% | +28.0% | -9.2% | +10.2% |
| 1Y | +25.0% | -1.4% | +26.4% | +22.3% |
| 3Y | +131.2% | -33.9% | +165.1% | +140.2% |
| All | +66.7% | -35.4% | +102.2% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling