+948.1%
FIX vs TENB
-24.8%
+972.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.0% | +6.1% |
| 7D | -17.5% | -17.0% | -0.5% | -15.1% |
| 30D | -41.6% | +8.2% | -49.8% | -42.3% |
| 3M | -40.6% | +16.5% | -57.1% | -42.5% |
| 6M | -49.4% | +99.1% | -148.5% | -56.3% |
| YTD | +9.2% | +79.0% | -69.9% | -4.8% |
| 1Y | +6.5% | +53.9% | -47.4% | -3.7% |
| 3Y | +448.7% | +13.8% | +434.9% | +430.1% |
| All | +948.1% | -24.8% | +972.9% | +970.8% |
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