-8.2%
ALLY vs TENB
-24.8%
+16.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.7% |
| 7D | +0.9% | -17.0% | +17.9% | +5.1% |
| 30D | +3.1% | +8.2% | -5.1% | +0.7% |
| 3M | -12.6% | +16.5% | -29.0% | -16.9% |
| 6M | -12.4% | +99.1% | -111.5% | -29.2% |
| YTD | -13.2% | +79.0% | -92.2% | -28.6% |
| 1Y | +1.8% | +53.9% | -52.0% | -12.5% |
| 3Y | +58.0% | +13.8% | +44.1% | +46.2% |
| All | -8.2% | -24.8% | +16.6% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling