-12.3%
GFS vs TENB
-16.8%
+4.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +3.8% |
| 7D | -3.1% | -8.0% | +4.8% | -0.7% |
| 30D | -16.0% | +5.0% | -21.0% | -17.7% |
| 3M | -24.7% | +20.0% | -44.7% | -30.8% |
| 6M | -45.1% | +100.0% | -145.2% | -59.6% |
| YTD | +16.5% | +85.6% | -69.1% | -13.5% |
| 1Y | +19.3% | +57.8% | -38.5% | -4.8% |
| 3Y | -20.0% | +17.6% | -37.6% | -28.5% |
| 5Y | -32.0% | -21.7% | -10.3% | -29.6% |
| All | -12.3% | -16.8% | +4.5% | -11.2% |
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