+38.3%
TXG vs TENB
-30.4%
+68.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | +0.4% |
| 7D | +5.0% | -7.1% | +12.1% | +7.8% |
| 30D | +13.5% | -15.4% | +28.9% | +19.5% |
| 3M | +128.0% | +19.5% | +108.5% | +105.1% |
| 6M | +224.4% | +54.8% | +169.6% | +156.7% |
| YTD | +307.0% | +36.1% | +270.9% | +240.6% |
| 1Y | +427.2% | +7.0% | +420.3% | +402.0% |
| All | +38.3% | -30.4% | +68.7% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling