-2.7%
GFS vs TENB
-35.8%
+33.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +2.6% | -5.0% | +7.6% | +4.4% |
| 30D | -16.4% | -7.4% | -9.0% | -15.0% |
| 3M | -41.6% | +22.3% | -63.9% | -47.5% |
| 6M | -3.7% | +60.2% | -63.9% | -23.5% |
| YTD | +29.3% | +43.2% | -13.9% | +6.3% |
| 1Y | +37.1% | +8.2% | +29.0% | +27.7% |
| 3Y | -22.1% | -23.8% | +1.7% | -18.3% |
| All | -2.7% | -35.8% | +33.1% | +9.1% |
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