+12.4%
ALB vs TENB
+22.6%
-10.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -5.8% | -3.3% | -2.5% | -5.0% |
| 30D | -4.5% | +6.9% | -11.5% | -6.8% |
| 3M | -28.1% | +1.8% | -29.9% | -29.9% |
| 6M | -53.2% | +98.1% | -151.2% | -62.9% |
| YTD | -33.3% | +73.2% | -106.5% | -46.0% |
| 1Y | -17.4% | +50.7% | -68.1% | -30.3% |
| 3Y | -14.1% | +9.3% | -23.5% | -20.8% |
| 5Y | -64.0% | -25.1% | -38.9% | -65.2% |
| All | +12.4% | +22.6% | -10.2% | -19.4% |
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