-26.9%
TENB vs ACM
+4.8%
-31.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -7.4% | -12.9% | +5.6% | -1.6% |
| 3M | +22.3% | -6.4% | +28.7% | +24.6% |
| 6M | +60.2% | -29.2% | +89.4% | +88.4% |
| YTD | +43.2% | -29.9% | +73.2% | +68.2% |
| 1Y | +8.2% | -47.3% | +55.4% | +48.0% |
| 3Y | -23.8% | -19.6% | -4.2% | -23.5% |
| 5Y | -26.9% | +5.5% | -32.4% | -40.9% |
| All | -26.9% | +4.8% | -31.6% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling