-22.6%
FPS vs TENB
+124.8%
-147.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.7% | -18.0% | -17.3% |
| 7D | -23.3% | -2.8% | -20.5% | -23.2% |
| 30D | -42.4% | +22.9% | -65.3% | -42.5% |
| 3M | -43.0% | +31.7% | -74.8% | -42.6% |
| 6M | -44.5% | +127.3% | -171.8% | -44.8% |
| All | -22.6% | +124.8% | -147.4% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling