-5.3%
FSLY vs TENB
+8.8%
-14.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +3.2% |
| 7D | +7.5% | -7.1% | +14.7% | +12.7% |
| 30D | -21.1% | -15.4% | -5.7% | -12.5% |
| 3M | +21.8% | +19.5% | +2.3% | +4.2% |
| 6M | -0.1% | +54.8% | -54.9% | -30.0% |
| YTD | +123.1% | +36.1% | +87.0% | +68.4% |
| 1Y | +208.6% | +7.0% | +201.6% | +175.8% |
| 3Y | -1.3% | -27.6% | +26.3% | +11.6% |
| 5Y | -48.4% | -30.5% | -17.9% | -40.8% |
| All | -5.3% | +8.8% | -14.1% | -33.0% |
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 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