-6.3%
TENB vs FGI
-68.3%
+62.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.6% | +2.1% |
| 7D | -9.3% | +6.9% | -16.2% | -9.5% |
| 30D | +5.3% | +3.9% | +1.4% | +5.1% |
| 3M | +13.5% | +74.3% | -60.8% | +9.7% |
| 6M | +101.5% | +28.9% | +72.5% | +95.5% |
| YTD | +82.4% | +39.1% | +43.3% | +74.6% |
| 1Y | +53.0% | +49.3% | +3.7% | +45.5% |
| 3Y | +14.8% | +5.7% | +9.0% | +6.6% |
| All | -6.3% | -68.3% | +62.0% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling