-26.9%
TENB vs FIVE
+38.7%
-65.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -5.0% | +3.7% | -8.7% | -5.9% |
| 30D | -7.4% | +4.0% | -11.3% | -8.6% |
| 3M | +22.3% | +36.2% | -14.0% | +11.6% |
| 6M | +60.2% | +18.0% | +42.2% | +50.7% |
| YTD | +43.2% | +34.9% | +8.3% | +29.4% |
| 1Y | +8.2% | +67.9% | -59.8% | -8.9% |
| 3Y | -23.8% | +57.3% | -81.1% | -37.5% |
| 5Y | -26.9% | +39.5% | -66.4% | -36.2% |
| All | -26.9% | +38.7% | -65.5% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling