-96.8%
FCEL vs TENB
-3.6%
-93.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.0% | -3.5% |
| 7D | +6.3% | -7.1% | +13.4% | +10.2% |
| 30D | -18.8% | -15.4% | -3.4% | -13.1% |
| 3M | -3.8% | +19.5% | -23.3% | -13.0% |
| 6M | +121.1% | +54.8% | +66.3% | +71.1% |
| YTD | +113.3% | +36.1% | +77.1% | +73.0% |
| 1Y | +173.5% | +7.0% | +166.5% | +152.2% |
| 3Y | -63.9% | -27.6% | -36.3% | -61.9% |
| 5Y | -90.7% | -30.5% | -60.2% | -90.1% |
| All | -96.8% | -3.6% | -93.1% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling