+5.9%
TENB vs TXT
+19.4%
-13.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.5% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | -15.4% | -10.2% | -5.1% | -11.8% |
| 3M | +19.5% | -13.3% | +32.8% | +26.1% |
| 6M | +54.8% | -14.4% | +69.2% | +62.9% |
| YTD | +36.1% | -9.1% | +45.2% | +39.2% |
| 1Y | +7.0% | -2.2% | +9.1% | +6.0% |
| 3Y | -27.6% | +5.1% | -32.6% | -31.3% |
| 5Y | -30.5% | +12.8% | -43.3% | -36.2% |
| All | +5.9% | +19.4% | -13.5% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling