+90.9%
FDX vs TENB
+3.0%
+87.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.5% | -9.1% | +6.6% | -0.9% |
| 30D | +3.8% | -4.9% | +8.7% | +4.4% |
| 3M | -1.3% | +16.9% | -18.2% | -5.6% |
| 6M | +5.0% | +68.0% | -63.0% | -7.6% |
| YTD | +39.6% | +45.6% | -5.9% | +25.8% |
| 1Y | +81.1% | +12.7% | +68.4% | +72.2% |
| 3Y | +63.0% | -24.4% | +87.4% | +65.1% |
| 5Y | +65.6% | -26.7% | +92.3% | +60.7% |
| All | +90.9% | +3.0% | +87.9% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling