-26.4%
TENB vs FGI
-69.8%
+43.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -5.0% | +5.2% | -10.1% | -5.2% |
| 30D | -7.4% | +65.2% | -72.6% | -10.3% |
| 3M | +22.3% | +30.2% | -7.9% | +18.9% |
| 6M | +60.2% | +87.8% | -27.6% | +52.1% |
| YTD | +43.2% | +32.5% | +10.8% | +37.4% |
| 1Y | +8.2% | +93.6% | -85.4% | +0.2% |
| 3Y | -23.8% | -2.6% | -21.2% | -28.9% |
| All | -26.4% | -69.8% | +43.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling