+49.4%
FE vs TENB
-25.3%
+74.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +1.9% | -9.1% | +11.0% | +1.8% |
| 30D | -1.2% | -4.9% | +3.7% | -1.2% |
| 3M | +3.5% | +16.9% | -13.4% | +3.7% |
| 6M | -6.1% | +68.0% | -74.0% | -5.4% |
| YTD | +7.6% | +45.6% | -37.9% | +8.5% |
| 1Y | +11.9% | +12.7% | -0.8% | +13.1% |
| All | +49.4% | -25.3% | +74.7% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling