-19.9%
GFS vs TENB
-25.3%
+5.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +1.0% | -9.1% | +10.1% | +3.4% |
| 30D | -8.6% | -4.9% | -3.7% | -8.0% |
| 3M | -46.5% | +16.9% | -63.5% | -50.2% |
| 6M | -4.8% | +68.0% | -72.8% | -22.8% |
| YTD | +29.7% | +45.6% | -15.9% | +10.7% |
| 1Y | +35.8% | +12.7% | +23.1% | +31.7% |
| All | -19.9% | -25.3% | +5.4% | -12.2% |
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 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