-66.5%
AAL vs TENB
+3.0%
-69.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -3.7% | -9.1% | +5.3% | -1.4% |
| 30D | -20.8% | -4.9% | -15.9% | -20.2% |
| 3M | -1.3% | +16.9% | -18.2% | -6.9% |
| 6M | +5.4% | +68.0% | -62.6% | -11.5% |
| YTD | -14.4% | +45.6% | -59.9% | -25.5% |
| 1Y | +2.1% | +12.7% | -10.6% | -4.6% |
| 3Y | -10.6% | -24.4% | +13.8% | -8.4% |
| 5Y | -32.2% | -26.7% | -5.5% | -32.9% |
| All | -66.5% | +3.0% | -69.5% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling