-0.4%
TFC vs TENB
-23.8%
+23.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | -0.1% |
| 7D | +0.1% | -7.0% | +7.1% | +1.1% |
| 30D | +8.6% | -0.6% | +9.2% | +8.4% |
| 3M | -4.3% | +10.9% | -15.3% | -6.8% |
| 6M | +5.4% | +95.4% | -90.0% | -8.0% |
| YTD | +4.5% | +74.5% | -69.9% | -7.7% |
| 1Y | +14.0% | +49.2% | -35.2% | +3.9% |
| 3Y | +93.4% | +9.7% | +83.6% | +85.3% |
| All | -0.4% | -23.8% | +23.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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