+11.4%
TENB vs USFR
+24.7%
-13.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | -7.4% | +0.3% | -7.7% | -7.5% |
| 3M | +22.3% | +1.0% | +21.3% | +21.6% |
| 6M | +60.2% | +1.9% | +58.2% | +58.6% |
| YTD | +43.2% | +2.7% | +40.6% | +41.1% |
| 1Y | +8.2% | +4.0% | +4.1% | +5.2% |
| 3Y | -23.8% | +14.0% | -37.8% | -32.9% |
| 5Y | -26.9% | +20.4% | -47.3% | -41.6% |
| All | +11.4% | +24.7% | -13.3% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling