+28.4%
TENB vs ALC
+26.4%
+2.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.9% |
| 7D | -7.0% | -6.2% | -0.9% | -3.9% |
| 30D | -0.6% | +14.0% | -14.6% | -7.5% |
| 3M | +10.9% | -2.4% | +13.3% | +12.2% |
| 6M | +95.4% | +12.6% | +82.8% | +82.3% |
| YTD | +74.5% | -8.4% | +82.9% | +79.4% |
| 1Y | +49.2% | -9.1% | +58.4% | +54.0% |
| 3Y | +9.7% | -0.3% | +10.0% | +1.4% |
| 5Y | -24.6% | -9.9% | -14.7% | -26.7% |
| All | +28.4% | +26.4% | +2.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling