-0.5%
TENB vs SNY
+38.2%
-38.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -12.1% | -3.3% | -8.8% | -11.2% |
| 30D | -18.6% | -2.2% | -16.5% | -18.2% |
| 3M | +12.1% | -3.0% | +15.1% | +12.6% |
| 6M | +46.8% | +2.7% | +44.1% | +44.0% |
| YTD | +28.0% | -6.8% | +34.8% | +29.5% |
| 1Y | -1.4% | -5.3% | +3.9% | -1.0% |
| 3Y | -33.9% | -9.8% | -24.2% | -34.7% |
| 5Y | -34.6% | +9.7% | -44.3% | -43.7% |
| All | -0.5% | +38.2% | -38.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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