+193.6%
SAN vs TENB
+29.2%
+164.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.0% |
| 7D | +3.4% | -9.3% | +12.7% | +4.9% |
| 30D | -6.3% | +5.3% | -11.6% | -7.4% |
| 3M | -14.1% | +13.5% | -27.6% | -16.8% |
| 6M | +4.2% | +101.5% | -97.3% | -9.4% |
| YTD | +9.0% | +82.4% | -73.4% | -4.3% |
| 1Y | +18.8% | +53.0% | -34.3% | +7.4% |
| 3Y | +252.0% | +14.8% | +237.3% | +229.4% |
| 5Y | +299.5% | -21.2% | +320.6% | +284.5% |
| All | +193.6% | +29.2% | +164.5% | +115.1% |
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