+14.5%
FIX vs TENB
+57.0%
-42.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.8% | +9.6% |
| 7D | -7.2% | -8.0% | +0.7% | -7.6% |
| 30D | -35.1% | +5.0% | -40.1% | -34.6% |
| 3M | -34.3% | +20.0% | -54.3% | -32.2% |
| 6M | -42.9% | +100.0% | -143.0% | -36.6% |
| YTD | +19.5% | +85.6% | -66.1% | +30.0% |
| All | +14.5% | +57.0% | -42.5% | +28.7% |
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 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