+240.0%
SAN vs TENB
-3.6%
+243.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | +0.5% |
| 7D | -2.8% | -7.1% | +4.3% | -1.6% |
| 30D | -0.5% | -15.4% | +14.8% | +1.8% |
| 3M | +22.7% | +19.5% | +3.2% | +17.8% |
| 6M | +28.8% | +54.8% | -26.0% | +17.3% |
| YTD | +26.3% | +36.1% | -9.9% | +17.1% |
| 1Y | +48.8% | +7.0% | +41.9% | +43.8% |
| 3Y | +347.2% | -27.6% | +374.8% | +353.5% |
| 5Y | +383.8% | -30.5% | +414.2% | +376.6% |
| All | +240.0% | -3.6% | +243.6% | +163.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling