-0.5%
TENB vs ALM
+858.8%
-859.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.5% | +0.5% | -5.7% |
| 7D | -12.1% | -11.8% | -0.2% | -11.7% |
| 30D | -18.6% | +7.8% | -26.4% | -19.0% |
| 3M | +12.1% | -9.3% | +21.3% | +12.0% |
| 6M | +46.8% | -30.5% | +77.3% | +47.6% |
| YTD | +28.0% | +75.8% | -47.9% | +23.5% |
| 1Y | -1.4% | +241.2% | -242.6% | -7.9% |
| 3Y | -33.9% | +1,872.6% | -1,906.6% | -45.0% |
| 5Y | -34.6% | +849.6% | -884.2% | -44.4% |
| All | -0.5% | +858.8% | -859.3% | -18.1% |
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