-30.1%
GFS vs TENB
-24.3%
-5.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +7.4% | -3.3% | +10.6% | +8.4% |
| 30D | -15.3% | +6.9% | -22.2% | -17.3% |
| 3M | -21.1% | +1.8% | -22.9% | -23.4% |
| 6M | -44.5% | +98.1% | -142.5% | -59.2% |
| YTD | +19.2% | +73.2% | -54.0% | -9.6% |
| 1Y | +27.2% | +50.7% | -23.4% | +2.5% |
| 3Y | -20.1% | +9.3% | -29.5% | -27.1% |
| All | -30.1% | -24.3% | -5.8% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling