+56.2%
SAP vs TENB
-26.8%
+83.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | -1.7% | +1.4% | +0.2% |
| 30D | +0.3% | -8.3% | +8.5% | +2.0% |
| 3M | +16.9% | +26.2% | -9.3% | +8.7% |
| 6M | +6.3% | +60.2% | -53.8% | -7.4% |
| YTD | -12.4% | +43.1% | -55.5% | -21.9% |
| 1Y | -21.6% | +9.4% | -31.0% | -25.8% |
| 3Y | +54.8% | -23.9% | +78.6% | +55.3% |
| 5Y | +56.2% | -28.2% | +84.4% | +50.4% |
| All | +56.2% | -26.8% | +83.0% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling