+217.1%
FROG vs TENB
-24.7%
+241.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -5.5% | -5.0% | -0.5% | -2.8% |
| 30D | -3.1% | -7.4% | +4.3% | +0.9% |
| 3M | +1.2% | +22.3% | -21.0% | -11.4% |
| 6M | +113.7% | +60.2% | +53.5% | +59.6% |
| YTD | +38.9% | +43.2% | -4.4% | +11.1% |
| 1Y | +72.0% | +8.2% | +63.8% | +57.3% |
| 3Y | +217.1% | -23.8% | +240.9% | +253.7% |
| All | +217.1% | -24.7% | +241.8% | +253.7% |
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 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