-12.6%
TOST vs TENB
+46.1%
-58.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.6% |
| 7D | -4.7% | -7.0% | +2.4% | -3.0% |
| 30D | +8.5% | -0.6% | +9.1% | +7.4% |
| 3M | -1.6% | +10.9% | -12.5% | -6.5% |
| 6M | +44.1% | +95.4% | -51.3% | +1.5% |
| YTD | -5.6% | +74.5% | -80.1% | -27.5% |
| 1Y | -12.6% | +49.2% | -61.8% | -25.7% |
| All | -12.6% | +46.1% | -58.7% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling