-26.1%
TENB vs ALC
-16.2%
-9.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -1.7% | -5.3% | +3.6% | -0.3% |
| 30D | -8.3% | -7.1% | -1.2% | -6.5% |
| 3M | +26.2% | +0.8% | +25.4% | +25.8% |
| 6M | +60.2% | -16.0% | +76.2% | +67.6% |
| YTD | +43.1% | -12.7% | +55.8% | +47.8% |
| 1Y | +9.4% | -12.8% | +22.2% | +12.9% |
| All | -26.1% | -16.2% | -9.9% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling