+198.3%
TXN vs TENB
-9.4%
+207.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +5.1% |
| 7D | +4.0% | -12.1% | +16.1% | +6.7% |
| 30D | -2.9% | -18.6% | +15.8% | +0.9% |
| 3M | -9.1% | +12.1% | -21.2% | -13.0% |
| 6M | +36.6% | +46.8% | -10.2% | +21.1% |
| YTD | +57.5% | +28.0% | +29.5% | +43.1% |
| 1Y | +49.5% | -1.4% | +50.9% | +45.3% |
| 3Y | +76.5% | -33.9% | +110.5% | +85.5% |
| 5Y | +62.4% | -34.6% | +97.0% | +61.0% |
| All | +198.3% | -9.4% | +207.8% | +131.5% |
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 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