+34.7%
TENB vs TXT
+26.2%
+8.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +6.9% | +13.3% | -6.4% | +1.8% |
| 3M | +1.8% | -5.0% | +6.8% | +3.5% |
| 6M | +98.1% | -8.4% | +106.5% | +103.5% |
| YTD | +73.2% | -4.0% | +77.2% | +72.8% |
| 1Y | +50.7% | +2.8% | +47.9% | +46.2% |
| 3Y | +9.3% | +10.3% | -0.9% | +1.7% |
| 5Y | -25.1% | +9.2% | -34.3% | -31.0% |
| All | +34.7% | +26.2% | +8.6% | +28.5% |
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 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