If I am not mistaken, an algorithm that runs in time $\Theta(f(n))$ also runs in $\Theta(f(n) + a\sin(bn))$ where $a,b$ are conveniently chosen constants. Therefore I believe that the computational complexity of each algorithm can be described using a function that is neither convex nor concave.
However, this seems like a made-up case. Are there some algorithms, whose complexity in $\Theta$ notation can be described only using a non-convex non-concave function, or can each complexity be conveniently transformed to a convex or concave function?