+16.2%
FIX vs TENB
+46.1%
-29.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -3.0% |
| 7D | +16.9% | -7.0% | +24.0% | +16.5% |
| 30D | -30.6% | -0.6% | -30.1% | -30.2% |
| 3M | -35.1% | +10.9% | -46.0% | -33.3% |
| 6M | -44.0% | +95.4% | -139.4% | -37.9% |
| YTD | +21.0% | +74.5% | -53.4% | +31.6% |
| 1Y | +16.2% | +49.2% | -33.1% | +32.1% |
| All | +16.2% | +46.1% | -29.9% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling