+151.1%
TOST vs TENB
+9.5%
+141.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | 0.0% | -3.3% | +3.3% | +1.1% |
| 30D | +16.2% | +6.9% | +9.3% | +11.8% |
| 3M | -1.5% | +1.8% | -3.4% | -4.9% |
| 6M | +55.3% | +98.1% | -42.7% | +3.8% |
| YTD | -2.3% | +73.2% | -75.6% | -30.5% |
| 1Y | -5.5% | +50.7% | -56.2% | -27.5% |
| 3Y | +151.1% | +9.3% | +141.8% | +123.7% |
| All | +151.1% | +9.5% | +141.6% | +123.7% |
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 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