-45.4%
TOST vs TENB
-4.7%
-40.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -2.4% |
| 7D | -3.6% | -9.3% | +5.7% | +0.8% |
| 30D | +8.9% | +5.3% | +3.6% | +4.2% |
| 3M | -2.2% | +13.5% | -15.7% | -12.9% |
| 6M | +41.0% | +101.5% | -60.5% | -14.2% |
| YTD | -4.0% | +82.4% | -86.4% | -38.9% |
| 1Y | -9.6% | +53.0% | -62.6% | -36.0% |
| 3Y | +141.7% | +14.8% | +126.9% | +96.2% |
| 5Y | -29.5% | -21.2% | -8.3% | -30.5% |
| All | -45.4% | -4.7% | -40.7% | -50.9% |
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