+23.6%
SAN vs TENB
+64.9%
-41.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.8% | +6.4% |
| 7D | +4.5% | -2.8% | +7.4% | +4.6% |
| 30D | -12.1% | +22.9% | -35.0% | -13.1% |
| 3M | -15.6% | +31.7% | -47.3% | -16.7% |
| 6M | +5.8% | +127.3% | -121.5% | -0.1% |
| YTD | +5.5% | +101.2% | -95.7% | +1.2% |
| 1Y | +23.6% | +68.7% | -45.1% | +26.3% |
| All | +23.6% | +64.9% | -41.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling