-30.5%
TENB vs FDS
-28.1%
-2.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.8% | +0.9% | -1.7% |
| 7D | -7.1% | -16.0% | +8.9% | +2.1% |
| 30D | -15.4% | -6.7% | -8.6% | -11.9% |
| 3M | +19.5% | +6.0% | +13.6% | +13.7% |
| 6M | +54.8% | +25.1% | +29.7% | +32.3% |
| YTD | +36.1% | -8.1% | +44.3% | +38.7% |
| 1Y | +7.0% | -26.0% | +33.0% | +23.7% |
| 3Y | -27.6% | -36.4% | +8.8% | -9.8% |
| 5Y | -30.5% | -27.7% | -2.7% | -7.2% |
| All | -30.5% | -28.1% | -2.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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