-32.6%
ALK vs TENB
+3.0%
-35.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.7% | -9.1% | +8.4% | +1.3% |
| 30D | -19.2% | -4.9% | -14.4% | -18.7% |
| 3M | -1.5% | +16.9% | -18.5% | -6.4% |
| 6M | -13.1% | +68.0% | -81.0% | -25.0% |
| YTD | -16.4% | +45.6% | -62.0% | -25.9% |
| 1Y | -33.1% | +12.7% | -45.8% | -36.9% |
| 3Y | +0.6% | -24.4% | +25.0% | +2.2% |
| 5Y | -26.4% | -26.7% | +0.3% | -28.4% |
| All | -32.6% | +3.0% | -35.7% | -49.9% |
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 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