-37.6%
ALK vs TENB
+26.7%
-64.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.6% |
| 7D | +9.0% | -17.0% | +26.0% | +13.1% |
| 30D | -1.6% | +8.2% | -9.8% | -3.7% |
| 3M | -23.2% | +16.5% | -39.7% | -26.8% |
| 6M | -3.9% | +99.1% | -103.0% | -20.4% |
| YTD | -22.6% | +79.0% | -101.6% | -35.1% |
| 1Y | -5.3% | +53.9% | -59.2% | -17.7% |
| 3Y | +18.6% | +13.8% | +4.7% | +9.6% |
| 5Y | -34.4% | -24.4% | -10.0% | -36.9% |
| All | -37.6% | +26.7% | -64.3% | -56.1% |
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