+11.3%
TENB vs FIVN
-15.6%
+26.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.1% |
| 7D | -1.7% | -9.6% | +7.9% | +2.4% |
| 30D | -8.3% | -11.9% | +3.7% | -3.2% |
| 3M | +26.2% | +40.1% | -13.9% | +7.9% |
| 6M | +60.2% | +68.3% | -8.2% | +23.9% |
| YTD | +43.1% | +51.5% | -8.4% | +14.4% |
| 1Y | +9.4% | +15.1% | -5.8% | -2.8% |
| 3Y | -23.9% | -55.6% | +31.7% | -6.6% |
| 5Y | -28.2% | -82.4% | +54.2% | +26.2% |
| All | +11.3% | -15.6% | +26.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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