+111.8%
ALLE vs TENB
+1.4%
+110.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +2.8% | -5.0% | +7.8% | +3.6% |
| 30D | -7.6% | -7.4% | -0.3% | -6.8% |
| 3M | +22.8% | +22.3% | +0.5% | +17.2% |
| 6M | +4.6% | +60.2% | -55.6% | -5.7% |
| YTD | -1.2% | +43.2% | -44.4% | -9.6% |
| 1Y | -9.1% | +8.2% | -17.3% | -12.4% |
| 3Y | +50.0% | -23.8% | +73.8% | +51.8% |
| 5Y | +15.2% | -26.9% | +42.1% | +12.4% |
| All | +111.8% | +1.4% | +110.4% | +72.2% |
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