+84.5%
FE vs TENB
+1.4%
+83.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +0.6% | -5.0% | +5.6% | +1.0% |
| 30D | -2.1% | -7.4% | +5.2% | -1.8% |
| 3M | +2.6% | +22.3% | -19.7% | +0.4% |
| 6M | -6.8% | +60.2% | -66.9% | -11.2% |
| YTD | +6.9% | +43.2% | -36.3% | +2.6% |
| 1Y | +11.6% | +8.2% | +3.4% | +9.8% |
| 3Y | +47.7% | -23.8% | +71.5% | +48.4% |
| 5Y | +46.2% | -26.9% | +73.1% | +42.4% |
| All | +84.5% | +1.4% | +83.1% | +50.9% |
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