+122.3%
SAP vs TENB
+29.2%
+93.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -0.4% |
| 7D | -2.5% | -9.3% | +6.8% | -0.3% |
| 30D | +7.5% | +5.3% | +2.2% | +5.5% |
| 3M | +11.6% | +13.5% | -1.8% | +6.7% |
| 6M | +37.6% | +101.5% | -63.8% | +12.9% |
| YTD | -2.0% | +82.4% | -84.4% | -18.2% |
| 1Y | -6.4% | +53.0% | -59.4% | -18.7% |
| 3Y | +67.7% | +14.8% | +52.9% | +53.3% |
| 5Y | +75.7% | -21.2% | +96.9% | +65.4% |
| All | +122.3% | +29.2% | +93.2% | +61.7% |
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