+247.0%
SAN vs TENB
+3.0%
+243.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.8% | -9.1% | +10.9% | +3.3% |
| 30D | +2.0% | -4.9% | +6.8% | +2.4% |
| 3M | +19.7% | +16.9% | +2.8% | +15.4% |
| 6M | +30.6% | +68.0% | -37.3% | +17.4% |
| YTD | +28.8% | +45.6% | -16.7% | +18.2% |
| 1Y | +57.8% | +12.7% | +45.0% | +51.1% |
| 3Y | +338.1% | -24.4% | +362.5% | +341.5% |
| 5Y | +384.2% | -26.7% | +410.9% | +373.2% |
| All | +247.0% | +3.0% | +243.9% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling