+276.7%
AJG vs TENB
-9.4%
+286.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.4% |
| 7D | -8.3% | -12.1% | +3.8% | -6.6% |
| 30D | -5.7% | -18.6% | +12.9% | -3.2% |
| 3M | +9.1% | +12.1% | -3.0% | +6.0% |
| 6M | +15.2% | +46.8% | -31.6% | +6.6% |
| YTD | -6.3% | +28.0% | -34.3% | -11.9% |
| 1Y | -19.1% | -1.4% | -17.7% | -20.9% |
| 3Y | +8.2% | -33.9% | +42.2% | +10.7% |
| 5Y | +75.6% | -34.6% | +110.3% | +72.6% |
| All | +276.7% | -9.4% | +286.1% | +203.7% |
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