-44.0%
ACHR vs TENB
-31.2%
-12.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.4% | +4.7% |
| 7D | -2.3% | -12.1% | +9.8% | +2.6% |
| 30D | -11.3% | -18.6% | +7.3% | -4.3% |
| 3M | +5.3% | +12.1% | -6.8% | -1.3% |
| 6M | -13.2% | +46.8% | -60.0% | -28.0% |
| YTD | -25.8% | +28.0% | -53.8% | -35.7% |
| 1Y | -34.3% | -1.4% | -32.9% | -36.3% |
| 3Y | -19.9% | -33.9% | +14.0% | -11.1% |
| 5Y | -42.7% | -34.6% | -8.0% | -37.4% |
| All | -44.0% | -31.2% | -12.8% | -39.9% |
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