+860.0%
FLEX vs TENB
-3.6%
+863.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.7% | -2.7% |
| 7D | +0.1% | -7.1% | +7.2% | +2.3% |
| 30D | -11.8% | -15.4% | +3.6% | -7.9% |
| 3M | -22.6% | +19.5% | -42.1% | -28.4% |
| 6M | +77.3% | +54.8% | +22.5% | +48.2% |
| YTD | +78.8% | +36.1% | +42.6% | +54.4% |
| 1Y | +86.1% | +7.0% | +79.1% | +74.1% |
| 3Y | +446.2% | -27.6% | +473.8% | +466.8% |
| 5Y | +689.7% | -30.5% | +720.2% | +670.7% |
| All | +860.0% | -3.6% | +863.6% | +568.2% |
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