+1,072.7%
FTI vs TENB
-32.3%
+1,105.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.2% |
| 7D | -5.6% | -7.1% | +1.5% | -4.6% |
| 30D | +0.4% | -15.4% | +15.8% | +2.5% |
| 3M | +8.1% | +19.5% | -11.4% | +3.7% |
| 6M | +16.7% | +54.8% | -38.1% | +6.6% |
| YTD | +70.0% | +36.1% | +33.8% | +57.9% |
| 1Y | +85.4% | +7.0% | +78.5% | +80.2% |
| 3Y | +265.9% | -27.6% | +293.5% | +275.7% |
| 5Y | +1,072.7% | -30.5% | +1,103.2% | +1,031.4% |
| All | +1,072.7% | -32.3% | +1,105.0% | +1,031.4% |
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