+18.6%
AA vs TENB
-9.4%
+28.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +1.7% |
| 7D | -3.4% | -12.1% | +8.7% | +0.3% |
| 30D | -5.8% | -18.6% | +12.8% | -0.8% |
| 3M | -29.9% | +12.1% | -42.0% | -34.5% |
| 6M | -27.0% | +46.8% | -73.8% | -38.4% |
| YTD | -8.7% | +28.0% | -36.7% | -20.3% |
| 1Y | +50.6% | -1.4% | +52.0% | +43.7% |
| 3Y | +74.1% | -33.9% | +108.0% | +86.1% |
| 5Y | +2.6% | -34.6% | +37.2% | +4.7% |
| All | +18.6% | -9.4% | +28.0% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling