+3,335.7%
FIX vs TENB
+3.0%
+3,332.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +6.0% | -9.1% | +15.1% | +8.0% |
| 30D | -7.2% | -4.9% | -2.4% | -6.9% |
| 3M | -15.9% | +16.9% | -32.8% | -19.9% |
| 6M | +12.7% | +68.0% | -55.2% | -2.3% |
| YTD | +72.8% | +45.6% | +27.2% | +53.7% |
| 1Y | +122.9% | +12.7% | +110.2% | +110.6% |
| 3Y | +774.3% | -24.4% | +798.7% | +793.4% |
| 5Y | +2,049.5% | -26.7% | +2,076.2% | +2,003.4% |
| All | +3,335.7% | +3.0% | +3,332.7% | +2,568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling