-26.1%
TENB vs ALM
+2,247.5%
-2,273.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -1.9% |
| 7D | -5.0% | +8.4% | -13.4% | -5.3% |
| 30D | -7.4% | +34.8% | -42.2% | -8.4% |
| 3M | +22.3% | +16.2% | +6.0% | +21.1% |
| 6M | +60.2% | +2.1% | +58.0% | +58.8% |
| YTD | +43.2% | +117.0% | -73.8% | +37.9% |
| 1Y | +8.2% | +313.9% | -305.7% | +1.3% |
| All | -26.1% | +2,247.5% | -2,273.5% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling