+56.5%
SAP vs TENB
-24.7%
+81.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -0.3% | -5.0% | +4.7% | +1.1% |
| 30D | +2.6% | -7.4% | +10.0% | +4.3% |
| 3M | +16.3% | +22.3% | -6.0% | +7.6% |
| 6M | +6.4% | +60.2% | -53.8% | -9.7% |
| YTD | -11.4% | +43.2% | -54.6% | -22.8% |
| 1Y | -20.4% | +8.2% | -28.6% | -25.8% |
| 3Y | +56.5% | -23.8% | +80.3% | +54.8% |
| All | +56.5% | -24.7% | +81.2% | +54.8% |
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 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