+113.2%
ALLE vs TENB
+3.0%
+110.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -0.2% | -9.1% | +8.9% | +1.3% |
| 30D | -6.8% | -4.9% | -1.9% | -6.4% |
| 3M | +21.0% | +16.9% | +4.1% | +16.4% |
| 6M | +1.1% | +68.0% | -66.9% | -9.7% |
| YTD | -0.5% | +45.6% | -46.1% | -9.2% |
| 1Y | -7.3% | +12.7% | -20.0% | -11.2% |
| 3Y | +42.3% | -24.4% | +66.6% | +44.2% |
| 5Y | +13.5% | -26.7% | +40.2% | +10.6% |
| All | +113.2% | +3.0% | +110.2% | +72.9% |
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