+34.7%
TENB vs ALM
+408.8%
-374.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -1.0% |
| 7D | -3.3% | +1.2% | -4.5% | -3.3% |
| 30D | +6.9% | -19.3% | +26.3% | +7.8% |
| 3M | +1.8% | -40.6% | +42.5% | +3.5% |
| 6M | +98.1% | -57.9% | +156.0% | +103.3% |
| YTD | +73.2% | -6.7% | +79.9% | +71.0% |
| 1Y | +50.7% | +20.2% | +30.5% | +46.9% |
| 3Y | +9.3% | +879.4% | -870.1% | -6.1% |
| 5Y | -25.1% | +415.3% | -440.4% | -34.9% |
| All | +34.7% | +408.8% | -374.1% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling