+51.1%
ALLE vs TENB
-25.3%
+76.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -0.2% | -9.1% | +8.9% | +0.7% |
| 30D | -6.8% | -4.9% | -1.9% | -6.5% |
| 3M | +21.0% | +16.9% | +4.1% | +17.9% |
| 6M | +1.1% | +68.0% | -66.9% | -6.8% |
| YTD | -0.5% | +45.6% | -46.1% | -6.1% |
| 1Y | -7.3% | +12.7% | -20.0% | -7.6% |
| All | +51.1% | -25.3% | +76.4% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling