-30.5%
TENB vs USFR
+20.4%
-50.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.8% |
| 7D | -7.1% | +0.1% | -7.2% | -6.9% |
| 30D | -15.4% | +0.3% | -15.7% | -14.5% |
| 3M | +19.5% | +1.0% | +18.6% | +22.9% |
| 6M | +54.8% | +1.9% | +52.9% | +63.8% |
| YTD | +36.1% | +2.7% | +33.4% | +46.8% |
| 1Y | +7.0% | +4.0% | +3.0% | +18.5% |
| 3Y | -27.6% | +14.1% | -41.6% | +2.9% |
| 5Y | -30.5% | +20.5% | -50.9% | +27.2% |
| All | -30.5% | +20.4% | -50.9% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling