+478.1%
FLEX vs TENB
-24.7%
+502.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.7% |
| 7D | +7.0% | -5.0% | +12.0% | +8.1% |
| 30D | -5.8% | -7.4% | +1.6% | -4.8% |
| 3M | -24.2% | +22.3% | -46.5% | -28.7% |
| 6M | +90.8% | +60.2% | +30.6% | +67.0% |
| YTD | +89.2% | +43.2% | +46.0% | +70.2% |
| 1Y | +104.7% | +8.2% | +96.6% | +103.5% |
| 3Y | +478.1% | -23.8% | +501.9% | +519.0% |
| All | +478.1% | -24.7% | +502.8% | +519.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling