-33.9%
TENB vs TXT
+7.0%
-40.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.3% | -8.3% | -6.7% |
| 7D | -12.1% | +2.5% | -14.6% | -12.8% |
| 30D | -18.6% | -8.9% | -9.8% | -16.2% |
| 3M | +12.1% | -13.6% | +25.6% | +17.3% |
| 6M | +46.8% | -13.1% | +59.9% | +52.8% |
| YTD | +28.0% | -7.0% | +35.0% | +28.7% |
| 1Y | -1.4% | -1.4% | 0.0% | -3.5% |
| 3Y | -33.9% | +7.0% | -40.9% | -35.3% |
| All | -33.9% | +7.0% | -40.9% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling