-26.1%
TENB vs SARO
-22.5%
-3.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.3% |
| 7D | -12.1% | -3.1% | -9.0% | -11.5% |
| 30D | -18.6% | -12.2% | -6.4% | -16.4% |
| 3M | +12.1% | -7.4% | +19.4% | +14.2% |
| 6M | +46.8% | -15.3% | +62.1% | +51.8% |
| YTD | +28.0% | -16.2% | +44.1% | +32.3% |
| 1Y | -1.4% | -12.1% | +10.7% | +0.2% |
| All | -26.1% | -22.5% | -3.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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