-0.5%
TENB vs USFR
+24.8%
-25.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -12.1% | +0.1% | -12.2% | -12.1% |
| 30D | -18.6% | +0.4% | -19.0% | -18.7% |
| 3M | +12.1% | +1.0% | +11.0% | +11.4% |
| 6M | +46.8% | +2.0% | +44.8% | +45.3% |
| YTD | +28.0% | +2.8% | +25.2% | +26.0% |
| 1Y | -1.4% | +4.1% | -5.5% | -4.1% |
| 3Y | -33.9% | +14.1% | -48.1% | -41.9% |
| 5Y | -34.6% | +20.6% | -55.2% | -47.9% |
| All | -0.5% | +24.8% | -25.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling