-22.5%
TENB vs FIVE
+57.9%
-80.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.4% |
| 7D | -9.1% | +4.3% | -13.3% | -9.6% |
| 30D | -4.9% | +12.5% | -17.4% | -6.7% |
| 3M | +16.9% | +31.2% | -14.3% | +11.9% |
| 6M | +68.0% | +14.4% | +53.6% | +63.5% |
| YTD | +45.6% | +33.9% | +11.7% | +38.0% |
| 1Y | +12.7% | +65.1% | -52.3% | +3.1% |
| All | -22.5% | +57.9% | -80.4% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling