+2,378.4%
FIX vs TENB
+29.2%
+2,349.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.3% | +2.7% | +4.6% |
| 7D | +6.4% | -9.3% | +15.8% | +8.5% |
| 30D | -29.1% | +5.3% | -34.4% | -29.9% |
| 3M | -31.1% | +13.5% | -44.6% | -33.7% |
| 6M | -42.8% | +101.5% | -144.3% | -52.0% |
| YTD | +24.6% | +82.4% | -57.8% | +5.2% |
| 1Y | +21.9% | +53.0% | -31.1% | +7.4% |
| 3Y | +524.9% | +14.8% | +510.2% | +484.2% |
| 5Y | +1,092.2% | -21.2% | +1,113.4% | +1,049.9% |
| All | +2,378.4% | +29.2% | +2,349.2% | +1,727.3% |
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