+13.2%
TENB vs FDS
+59.0%
-45.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +1.4% |
| 7D | -9.1% | -1.9% | -7.2% | -8.0% |
| 30D | -4.9% | +9.0% | -13.9% | -9.4% |
| 3M | +16.9% | +18.9% | -1.9% | +3.7% |
| 6M | +68.0% | +35.1% | +32.8% | +36.4% |
| YTD | +45.6% | +5.5% | +40.1% | +36.8% |
| 1Y | +12.7% | -16.8% | +29.5% | +21.3% |
| 3Y | -24.4% | -28.1% | +3.7% | -12.2% |
| 5Y | -26.7% | -17.4% | -9.3% | -22.6% |
| All | +13.2% | +59.0% | -45.8% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling