+24.4%
TXG vs TENB
+46.0%
-21.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.5% |
| 7D | +9.4% | -5.0% | +14.4% | +12.0% |
| 30D | +26.1% | -7.4% | +33.4% | +28.8% |
| 3M | +124.8% | +22.3% | +102.5% | +95.4% |
| 6M | +215.2% | +60.2% | +155.1% | +132.5% |
| YTD | +302.2% | +43.2% | +259.0% | +211.1% |
| 1Y | +370.9% | +8.2% | +362.8% | +324.5% |
| 3Y | +38.5% | -23.8% | +62.3% | +45.2% |
| 5Y | -64.4% | -26.9% | -37.5% | -63.0% |
| All | +24.4% | +46.0% | -21.6% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling