-46.7%
TOST vs TENB
-25.2%
-21.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.1% |
| 7D | -0.9% | -5.0% | +4.1% | +1.8% |
| 30D | -3.5% | -7.4% | +3.9% | -1.1% |
| 3M | +38.1% | +22.3% | +15.9% | +16.9% |
| 6M | +9.9% | +60.2% | -50.3% | -23.0% |
| YTD | -6.3% | +43.2% | -49.5% | -29.8% |
| 1Y | -18.3% | +8.2% | -26.5% | -27.6% |
| 3Y | +59.7% | -23.8% | +83.5% | +66.8% |
| All | -46.7% | -25.2% | -21.5% | -43.6% |
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