+67.5%
FERG vs TENB
-32.3%
+99.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.2% |
| 7D | -1.0% | -7.1% | +6.1% | +0.2% |
| 30D | -11.8% | -15.4% | +3.5% | -9.5% |
| 3M | -1.2% | +19.5% | -20.7% | -5.5% |
| 6M | -2.3% | +54.8% | -57.1% | -12.1% |
| YTD | +0.8% | +36.1% | -35.3% | -7.3% |
| 1Y | +0.5% | +7.0% | -6.5% | -2.5% |
| 3Y | +51.4% | -27.6% | +78.9% | +56.9% |
| 5Y | +67.5% | -30.5% | +98.0% | +65.5% |
| All | +67.5% | -32.3% | +99.8% | +65.5% |
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 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