-28.2%
TENB vs ALC
-17.4%
-10.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -1.7% | -5.3% | +3.6% | +1.1% |
| 30D | -8.3% | -7.1% | -1.2% | -4.7% |
| 3M | +26.2% | +0.8% | +25.4% | +25.1% |
| 6M | +60.2% | -16.0% | +76.2% | +73.4% |
| YTD | +43.1% | -12.7% | +55.8% | +51.3% |
| 1Y | +9.4% | -12.8% | +22.2% | +15.3% |
| 3Y | -23.9% | -15.8% | -8.0% | -22.6% |
| 5Y | -28.2% | -16.7% | -11.6% | -29.4% |
| All | -28.2% | -17.4% | -10.8% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling