+112.9%
FOXA vs TENB
-30.4%
+143.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +6.9% | +2.5% |
| 7D | -3.7% | -7.1% | +3.4% | -3.1% |
| 30D | +5.4% | -15.4% | +20.7% | +6.8% |
| 3M | -3.7% | +19.5% | -23.2% | -6.6% |
| 6M | +12.6% | +54.8% | -42.2% | +4.8% |
| YTD | -10.0% | +36.1% | -46.1% | -14.6% |
| 1Y | +15.0% | +7.0% | +8.1% | +14.0% |
| All | +112.9% | -30.4% | +143.3% | +115.6% |
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