+0.2%
TENB vs ALC
+17.1%
-16.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.1% | -3.5% |
| 7D | -7.1% | -7.7% | +0.5% | -3.2% |
| 30D | -15.4% | -11.7% | -3.7% | -9.7% |
| 3M | +19.5% | +0.7% | +18.8% | +18.6% |
| 6M | +54.8% | -17.1% | +71.9% | +68.2% |
| YTD | +36.1% | -15.1% | +51.3% | +45.8% |
| 1Y | +7.0% | -14.1% | +21.1% | +13.5% |
| 3Y | -27.6% | -18.2% | -9.4% | -24.5% |
| 5Y | -30.5% | -19.2% | -11.3% | -28.6% |
| All | +0.2% | +17.1% | -16.8% | -18.6% |
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