-28.2%
TENB vs TXT
+13.4%
-41.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | -8.3% | -10.4% | +2.2% | -3.4% |
| 3M | +26.2% | -14.3% | +40.5% | +35.5% |
| 6M | +60.2% | -15.1% | +75.3% | +71.4% |
| YTD | +43.1% | -8.3% | +51.4% | +45.7% |
| 1Y | +9.4% | -0.7% | +10.1% | +6.3% |
| 3Y | -23.9% | +6.0% | -29.8% | -31.2% |
| 5Y | -28.2% | +12.5% | -40.8% | -39.5% |
| All | -28.2% | +13.4% | -41.6% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling