+12.7%
TENB vs TXT
-1.0%
+13.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -9.1% | -4.8% | -4.3% | -8.5% |
| 30D | -4.9% | -10.6% | +5.8% | -3.4% |
| 3M | +16.9% | -13.2% | +30.1% | +19.1% |
| 6M | +68.0% | -20.3% | +88.3% | +73.5% |
| YTD | +45.6% | -9.3% | +54.8% | +45.0% |
| 1Y | +12.7% | -2.7% | +15.4% | +8.2% |
| All | +12.7% | -1.0% | +13.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling