+234.7%
FERG vs TENB
-9.4%
+244.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.4% |
| 7D | -2.6% | -12.1% | +9.5% | -1.2% |
| 30D | -8.9% | -18.6% | +9.7% | -7.0% |
| 3M | -2.0% | +12.1% | -14.1% | -3.9% |
| 6M | -3.2% | +46.8% | -50.0% | -8.6% |
| YTD | +1.5% | +28.0% | -26.5% | -2.9% |
| 1Y | +0.5% | -1.4% | +1.9% | -0.7% |
| 3Y | +50.4% | -33.9% | +84.4% | +54.4% |
| 5Y | +68.7% | -34.6% | +103.3% | +70.8% |
| All | +234.7% | -9.4% | +244.1% | +250.0% |
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