-23.8%
TENB vs ACM
-19.8%
-4.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -7.4% | -12.9% | +5.6% | -3.7% |
| 3M | +22.3% | -6.4% | +28.7% | +23.7% |
| 6M | +60.2% | -29.2% | +89.4% | +78.8% |
| YTD | +43.2% | -29.9% | +73.2% | +60.0% |
| 1Y | +8.2% | -47.3% | +55.4% | +33.7% |
| 3Y | -23.8% | -19.6% | -4.2% | -20.8% |
| All | -23.8% | -19.8% | -4.0% | -20.8% |
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