-26.9%
TENB vs ABCL
-39.9%
+13.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -5.0% | +1.4% | -6.4% | -5.2% |
| 30D | -7.4% | +65.1% | -72.4% | -16.3% |
| 3M | +22.3% | +111.1% | -88.8% | +5.3% |
| 6M | +60.2% | +231.6% | -171.4% | +25.9% |
| YTD | +43.2% | +234.5% | -191.3% | +11.2% |
| 1Y | +8.2% | +174.3% | -166.2% | -14.4% |
| 3Y | -23.8% | +111.5% | -135.3% | -39.9% |
| 5Y | -26.9% | -37.3% | +10.4% | -31.7% |
| All | -26.9% | -39.9% | +13.0% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling