+97.2%
TJX vs TENB
-35.4%
+132.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.3% |
| 7D | -4.6% | -12.1% | +7.5% | -3.3% |
| 30D | -17.2% | -18.6% | +1.5% | -15.4% |
| 3M | -24.9% | +12.1% | -37.0% | -26.8% |
| 6M | -19.7% | +46.8% | -66.5% | -24.9% |
| YTD | -17.2% | +28.0% | -45.2% | -21.4% |
| 1Y | -9.4% | -1.4% | -8.0% | -10.5% |
| 3Y | +43.1% | -33.9% | +77.0% | +48.1% |
| All | +97.2% | -35.4% | +132.6% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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