+38.7%
TENB vs FIVE
+156.5%
-117.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -10.8% | +7.3% | -18.1% | -12.7% |
| 30D | +0.9% | +18.1% | -17.2% | -4.0% |
| 3M | +14.3% | +7.7% | +6.6% | +11.2% |
| 6M | +92.2% | +13.6% | +78.6% | +82.2% |
| YTD | +78.3% | +34.6% | +43.7% | +58.9% |
| 1Y | +49.5% | +66.2% | -16.7% | +24.3% |
| 3Y | +12.2% | +43.5% | -31.3% | -9.1% |
| 5Y | -22.4% | +20.7% | -43.0% | -35.2% |
| All | +38.7% | +156.5% | -117.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling