+56.7%
TOST vs TENB
-24.1%
+80.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.4% | -9.1% | +5.7% | 0.0% |
| 30D | -2.4% | -4.9% | +2.4% | -1.6% |
| 3M | +34.6% | +16.9% | +17.7% | +21.0% |
| 6M | +15.2% | +68.0% | -52.8% | -14.6% |
| YTD | -4.4% | +45.6% | -50.0% | -24.0% |
| 1Y | -17.4% | +12.7% | -30.2% | -26.1% |
| All | +56.7% | -24.1% | +80.8% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling