+9.3%
TENB vs ACM
-9.1%
+18.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -3.3% | +5.6% | -8.9% | -5.0% |
| 30D | +6.9% | +20.8% | -13.9% | +0.4% |
| 3M | +1.8% | +11.4% | -9.6% | -1.8% |
| 6M | +98.1% | +0.9% | +97.1% | +95.0% |
| YTD | +73.2% | -24.8% | +98.0% | +89.8% |
| 1Y | +50.7% | -46.4% | +97.1% | +88.8% |
| 3Y | +9.3% | -9.2% | +18.6% | -0.8% |
| All | +9.3% | -9.1% | +18.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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