-30.7%
FSLY vs TENB
+38.4%
-69.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.8% |
| 7D | +4.9% | -3.3% | +8.1% | +7.0% |
| 30D | -33.5% | +6.9% | -40.4% | -35.7% |
| 3M | -44.6% | +1.8% | -46.5% | -45.4% |
| 6M | -9.2% | +98.1% | -107.3% | -45.0% |
| YTD | +63.3% | +73.2% | -10.0% | +5.6% |
| 1Y | +45.3% | +50.7% | -5.4% | +3.5% |
| 3Y | +3.7% | +9.3% | -5.6% | -8.3% |
| 5Y | -67.2% | -25.1% | -42.0% | -63.9% |
| All | -30.7% | +38.4% | -69.1% | -58.0% |
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