+30.0%
TXG vs TENB
+30.4%
-0.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.0% | +9.3% | +6.2% |
| 7D | +9.5% | -12.1% | +21.6% | +16.2% |
| 30D | +18.8% | -18.6% | +37.4% | +28.9% |
| 3M | +136.1% | +12.1% | +124.1% | +113.7% |
| 6M | +235.2% | +46.8% | +188.4% | +156.9% |
| YTD | +320.5% | +28.0% | +292.6% | +242.5% |
| 1Y | +425.2% | -1.4% | +426.6% | +392.6% |
| 3Y | +42.9% | -33.9% | +76.8% | +60.4% |
| 5Y | -62.8% | -34.6% | -28.2% | -59.4% |
| All | +30.0% | +30.4% | -0.4% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling