+205.8%
AG vs TENB
-9.4%
+215.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.1% | -1.9% |
| 7D | -6.7% | -12.1% | +5.4% | -4.6% |
| 30D | +2.2% | -18.6% | +20.8% | +5.3% |
| 3M | +15.7% | +12.1% | +3.6% | +11.9% |
| 6M | -23.8% | +46.8% | -70.6% | -30.3% |
| YTD | +17.6% | +28.0% | -10.3% | +9.5% |
| 1Y | +88.6% | -1.4% | +90.0% | +85.4% |
| 3Y | +253.4% | -33.9% | +287.4% | +273.0% |
| 5Y | +62.4% | -34.6% | +97.1% | +66.6% |
| All | +205.8% | -9.4% | +215.3% | +179.6% |
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