-83.1%
FRMI vs TENB
+3.5%
-86.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.0% | +8.0% | +2.7% |
| 7D | +7.4% | -12.1% | +19.5% | +9.0% |
| 30D | -27.6% | -18.6% | -9.0% | -25.9% |
| 3M | -20.9% | +12.1% | -32.9% | -22.1% |
| 6M | -36.6% | +46.8% | -83.4% | -38.9% |
| YTD | -31.3% | +28.0% | -59.2% | -36.5% |
| All | -83.1% | +3.5% | -86.6% | -83.9% |
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