-44.5%
TOST vs TENB
-6.5%
-38.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.9% |
| 7D | +9.4% | -17.0% | +26.4% | +19.4% |
| 30D | +13.5% | +8.2% | +5.3% | +7.1% |
| 3M | -0.1% | +16.5% | -16.6% | -12.4% |
| 6M | +22.5% | +99.1% | -76.6% | -25.1% |
| YTD | -2.4% | +79.0% | -81.4% | -37.2% |
| 1Y | -4.7% | +53.9% | -58.6% | -32.8% |
| 3Y | +103.2% | +13.8% | +89.4% | +65.9% |
| 5Y | -41.2% | -24.4% | -16.9% | -40.4% |
| All | -44.5% | -6.5% | -38.0% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling