+104.3%
ALLY vs TENB
+3.0%
+101.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +3.7% | -9.1% | +12.8% | +6.2% |
| 30D | -2.3% | -4.9% | +2.6% | -1.5% |
| 3M | +3.8% | +16.9% | -13.1% | -2.6% |
| 6M | +9.7% | +68.0% | -58.3% | -8.6% |
| YTD | -1.4% | +45.6% | -47.0% | -14.9% |
| 1Y | +8.2% | +12.7% | -4.5% | +0.6% |
| 3Y | +66.5% | -24.4% | +90.9% | +69.8% |
| 5Y | +1.2% | -26.7% | +27.9% | -2.2% |
| All | +104.3% | +3.0% | +101.3% | +38.8% |
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 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