+13.2%
TENB vs FIVE
+155.1%
-141.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -2.2% |
| 7D | -9.1% | +4.3% | -13.3% | -10.3% |
| 30D | -4.9% | +12.5% | -17.4% | -8.6% |
| 3M | +16.9% | +31.2% | -14.3% | +6.7% |
| 6M | +68.0% | +14.4% | +53.6% | +58.2% |
| YTD | +45.6% | +33.9% | +11.7% | +30.1% |
| 1Y | +12.7% | +65.1% | -52.3% | -6.4% |
| 3Y | -24.4% | +49.0% | -73.4% | -39.7% |
| 5Y | -26.7% | +30.3% | -57.0% | -40.5% |
| All | +13.2% | +155.1% | -141.9% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling