+12.2%
TENB vs ABCL
-79.6%
+91.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -10.8% | +2.3% | -13.1% | -11.2% |
| 30D | +0.9% | -0.7% | +1.6% | +0.7% |
| 3M | +14.3% | +33.4% | -19.1% | +8.1% |
| 6M | +92.2% | +137.8% | -45.6% | +62.6% |
| YTD | +78.3% | +264.3% | -186.0% | +38.8% |
| 1Y | +49.5% | +209.2% | -159.6% | +19.3% |
| 3Y | +12.2% | +208.4% | -196.3% | -16.6% |
| 5Y | -22.4% | -11.9% | -10.5% | -31.1% |
| All | +12.2% | -79.6% | +91.8% | +10.9% |
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