+11.4%
TENB vs RJF
+212.0%
-200.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | -5.0% | +1.8% | -6.7% | -5.8% |
| 30D | -7.4% | 0.0% | -7.4% | -7.3% |
| 3M | +22.3% | +18.0% | +4.3% | +13.2% |
| 6M | +60.2% | +17.0% | +43.2% | +48.4% |
| YTD | +43.2% | +11.1% | +32.1% | +35.2% |
| 1Y | +8.2% | +8.0% | +0.2% | +3.3% |
| 3Y | -23.8% | +73.3% | -97.1% | -43.0% |
| 5Y | -26.9% | +107.4% | -134.3% | -50.5% |
| All | +11.4% | +212.0% | -200.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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