+101.5%
TENB vs FIVE
+12.4%
+89.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | -9.3% | -0.5% | -8.8% | -9.4% |
| 30D | +5.3% | +17.4% | -12.1% | +5.7% |
| 3M | +13.5% | +7.0% | +6.4% | +12.7% |
| 6M | +101.5% | +20.5% | +81.0% | +106.0% |
| All | +101.5% | +12.4% | +89.0% | +106.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling