+86.7%
FE vs TENB
+29.2%
+57.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | 0.0% |
| 7D | -0.4% | -9.3% | +8.9% | +0.2% |
| 30D | +3.6% | +5.3% | -1.7% | +3.1% |
| 3M | +0.3% | +13.5% | -13.1% | -1.1% |
| 6M | +6.4% | +101.5% | -95.0% | -0.4% |
| YTD | +8.1% | +82.4% | -74.3% | +1.6% |
| 1Y | +4.6% | +53.0% | -48.5% | -0.1% |
| 3Y | +49.1% | +14.8% | +34.4% | +44.6% |
| 5Y | +46.1% | -21.2% | +67.3% | +42.9% |
| All | +86.7% | +29.2% | +57.5% | +49.5% |
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