+75.3%
FDX vs TENB
-21.7%
+97.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +3.0% |
| 7D | +0.2% | -8.0% | +8.2% | +1.2% |
| 30D | +9.3% | +5.0% | +4.3% | +8.4% |
| 3M | +0.5% | +20.0% | -19.6% | -2.6% |
| 6M | +5.3% | +100.0% | -94.7% | -6.9% |
| YTD | +38.6% | +85.6% | -47.0% | +23.1% |
| 1Y | +53.5% | +57.8% | -4.3% | +40.8% |
| 3Y | +74.2% | +17.6% | +56.6% | +66.4% |
| 5Y | +75.3% | -21.7% | +97.0% | +75.7% |
| All | +75.3% | -21.7% | +97.0% | +75.7% |
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