+34.7%
TENB vs FDS
+75.2%
-40.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -3.3% | +1.5% | -4.7% | -4.1% |
| 30D | +6.9% | +14.8% | -7.9% | -2.0% |
| 3M | +1.8% | +16.3% | -14.5% | -7.6% |
| 6M | +98.1% | +66.2% | +31.8% | +41.0% |
| YTD | +73.2% | +16.2% | +57.0% | +52.4% |
| 1Y | +50.7% | +21.8% | +28.8% | +27.6% |
| 3Y | +9.3% | -23.9% | +33.2% | +22.4% |
| 5Y | -25.1% | -23.1% | -2.0% | -17.4% |
| All | +34.7% | +75.2% | -40.4% | -22.3% |
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