+68.7%
TENB vs ALM
+44.8%
+23.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -2.8% | -6.4% | +3.6% | -2.7% |
| 30D | +22.9% | -35.0% | +57.9% | +23.6% |
| 3M | +31.7% | -33.8% | +65.5% | +32.0% |
| 6M | +127.3% | -55.0% | +182.3% | +129.8% |
| YTD | +101.2% | -0.2% | +101.4% | +99.6% |
| 1Y | +68.7% | +41.8% | +26.9% | +64.2% |
| All | +68.7% | +44.8% | +23.9% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling