-83.4%
FRMI vs TENB
+10.1%
-93.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -2.0% |
| 7D | +10.9% | -7.1% | +18.0% | +11.8% |
| 30D | -24.3% | -15.4% | -8.9% | -22.7% |
| 3M | -21.8% | +19.5% | -41.3% | -23.5% |
| 6M | -33.0% | +54.8% | -87.9% | -35.7% |
| YTD | -32.6% | +36.1% | -68.7% | -38.1% |
| All | -83.4% | +10.1% | -93.6% | -84.3% |
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