+13.2%
TENB vs TXT
+19.2%
-6.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -9.1% | -4.8% | -4.3% | -7.4% |
| 30D | -4.9% | -10.6% | +5.8% | -0.8% |
| 3M | +16.9% | -13.2% | +30.1% | +23.2% |
| 6M | +68.0% | -20.3% | +88.3% | +81.7% |
| YTD | +45.6% | -9.3% | +54.8% | +48.9% |
| 1Y | +12.7% | -2.7% | +15.4% | +11.9% |
| 3Y | -24.4% | +1.4% | -25.8% | -27.3% |
| 5Y | -26.7% | +9.6% | -36.3% | -32.2% |
| All | +13.2% | +19.2% | -6.0% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling