+88.6%
FE vs TENB
+22.6%
+65.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.2% | -3.3% | +4.5% | +1.4% |
| 30D | +4.5% | +6.9% | -2.4% | +3.9% |
| 3M | +1.3% | +1.8% | -0.5% | +0.7% |
| 6M | +8.7% | +98.1% | -89.4% | +1.8% |
| YTD | +9.2% | +73.2% | -64.0% | +3.0% |
| 1Y | +7.0% | +50.7% | -43.7% | +2.2% |
| 3Y | +51.4% | +9.3% | +42.1% | +47.3% |
| 5Y | +47.7% | -25.1% | +72.8% | +45.0% |
| All | +88.6% | +22.6% | +65.9% | +51.5% |
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