+342.6%
SAN vs TENB
-26.8%
+369.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | -0.1% | -8.3% | +8.2% | +0.6% |
| 3M | +19.6% | +26.2% | -6.5% | +16.2% |
| 6M | +32.7% | +60.2% | -27.5% | +25.4% |
| YTD | +26.7% | +43.1% | -16.4% | +20.9% |
| 1Y | +51.6% | +9.4% | +42.3% | +49.3% |
| All | +342.6% | -26.8% | +369.4% | +355.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling