+13.8%
TENB vs ABCL
+156.0%
-142.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.7% | -11.3% | -5.5% |
| 7D | -17.0% | -3.2% | -13.8% | -16.7% |
| 30D | +8.2% | -7.4% | +15.6% | +9.0% |
| 3M | +16.5% | +81.9% | -65.5% | +6.6% |
| 6M | +99.1% | +135.7% | -36.6% | +75.8% |
| YTD | +79.0% | +247.4% | -168.3% | +49.5% |
| 1Y | +53.9% | +162.3% | -108.4% | +32.0% |
| 3Y | +13.8% | +165.5% | -151.6% | -4.0% |
| All | +13.8% | +156.0% | -142.2% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling