-82.4%
FRMI vs TENB
+15.9%
-98.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.6% | +13.1% | +11.7% |
| 7D | +23.3% | -5.0% | +28.3% | +24.0% |
| 30D | -7.6% | -7.4% | -0.2% | -6.8% |
| 3M | +0.2% | +22.3% | -22.1% | -2.4% |
| 6M | -28.7% | +60.2% | -88.9% | -31.6% |
| YTD | -28.6% | +43.2% | -71.8% | -34.9% |
| All | -82.4% | +15.9% | -98.3% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling