-28.2%
TENB vs ALM
+958.0%
-986.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | -1.7% | +3.6% | -5.3% | -1.8% |
| 30D | -8.3% | +33.8% | -42.1% | -9.6% |
| 3M | +26.2% | +14.8% | +11.4% | +24.8% |
| 6M | +60.2% | -7.0% | +67.1% | +59.1% |
| YTD | +43.1% | +108.1% | -65.0% | +36.8% |
| 1Y | +9.4% | +313.8% | -304.4% | +0.8% |
| 3Y | -23.9% | +2,227.6% | -2,251.5% | -39.4% |
| 5Y | -28.2% | +956.6% | -984.9% | -39.9% |
| All | -28.2% | +958.0% | -986.2% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling