-8.4%
TENB vs ABCL
-81.3%
+72.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -9.1% | +0.7% | -9.8% | -9.2% |
| 30D | -4.9% | +93.1% | -97.9% | -15.7% |
| 3M | +16.9% | +79.4% | -62.5% | +4.4% |
| 6M | +68.0% | +214.9% | -146.9% | +35.7% |
| YTD | +45.6% | +234.2% | -188.7% | +15.4% |
| 1Y | +12.7% | +174.8% | -162.0% | -9.0% |
| 3Y | -24.4% | +104.5% | -128.9% | -39.3% |
| 5Y | -26.7% | -39.0% | +12.3% | -32.2% |
| All | -8.4% | -81.3% | +72.8% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling