+160.2%
ALLE vs TENB
+29.2%
+131.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.5% |
| 7D | -0.8% | -9.3% | +8.5% | +0.7% |
| 30D | +27.4% | +5.3% | +22.1% | +26.0% |
| 3M | +13.8% | +13.5% | +0.4% | +10.4% |
| 6M | +45.5% | +101.5% | -56.0% | +26.2% |
| YTD | +21.4% | +82.4% | -61.1% | +6.1% |
| 1Y | +15.4% | +53.0% | -37.7% | +4.2% |
| 3Y | +91.7% | +14.8% | +76.9% | +80.4% |
| 5Y | +54.5% | -21.2% | +75.7% | +48.8% |
| All | +160.2% | +29.2% | +131.1% | +102.1% |
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 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