+47.8%
FE vs TENB
-24.8%
+72.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | 0.0% | -17.0% | +16.9% | +0.2% |
| 30D | +5.2% | +8.2% | -3.0% | +5.0% |
| 3M | 0.0% | +16.5% | -16.5% | -0.4% |
| 6M | +5.0% | +99.1% | -94.1% | +3.0% |
| YTD | +7.9% | +79.0% | -71.2% | +6.1% |
| 1Y | +6.3% | +53.9% | -47.5% | +5.2% |
| 3Y | +46.0% | +13.8% | +32.2% | +45.3% |
| All | +47.8% | -24.8% | +72.5% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling