-25.2%
TENB vs FGI
-70.4%
+45.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -0.9% |
| 7D | -9.1% | +0.5% | -9.6% | -9.1% |
| 30D | -4.9% | +65.4% | -70.3% | -7.8% |
| 3M | +16.9% | +23.5% | -6.6% | +13.9% |
| 6M | +68.0% | +60.5% | +7.4% | +60.2% |
| YTD | +45.6% | +30.0% | +15.6% | +39.7% |
| 1Y | +12.7% | +82.1% | -69.3% | +4.7% |
| 3Y | -24.4% | -4.4% | -20.0% | -29.4% |
| All | -25.2% | -70.4% | +45.1% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling