+13.2%
TENB vs ALM
+987.6%
-974.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -9.1% | -2.6% | -6.5% | -9.0% |
| 30D | -4.9% | +32.0% | -36.9% | -6.1% |
| 3M | +16.9% | -15.0% | +32.0% | +17.1% |
| 6M | +68.0% | -10.1% | +78.1% | +67.1% |
| YTD | +45.6% | +99.4% | -53.9% | +39.8% |
| 1Y | +12.7% | +316.4% | -303.6% | +4.4% |
| 3Y | -24.4% | +2,022.0% | -2,046.4% | -37.2% |
| 5Y | -26.7% | +941.2% | -967.9% | -37.9% |
| All | +13.2% | +987.6% | -974.4% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling