-10.0%
TENB vs ABCL
-81.9%
+71.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.4% |
| 7D | -1.7% | -2.7% | +1.1% | -1.3% |
| 30D | -8.3% | +18.3% | -26.6% | -11.2% |
| 3M | +26.2% | +108.5% | -82.3% | +10.1% |
| 6M | +60.2% | +213.9% | -153.7% | +29.5% |
| YTD | +43.1% | +223.1% | -180.0% | +14.1% |
| 1Y | +9.4% | +160.6% | -151.3% | -11.0% |
| 3Y | -23.9% | +104.3% | -128.1% | -38.9% |
| 5Y | -28.2% | -40.0% | +11.8% | -33.3% |
| All | -10.0% | -81.9% | +71.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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