-44.5%
TOST vs VRSK
+5.4%
-49.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.0% |
| 7D | 0.0% | +1.6% | -1.5% | -1.0% |
| 30D | +16.2% | +15.1% | +1.1% | +5.9% |
| 3M | -1.5% | +12.1% | -13.6% | -9.4% |
| 6M | +55.3% | +29.4% | +25.9% | +28.1% |
| YTD | -2.3% | -6.4% | +4.0% | +0.5% |
| 1Y | -5.5% | -3.6% | -2.0% | -5.0% |
| 3Y | +151.1% | -10.9% | +162.0% | +140.7% |
| 5Y | -27.9% | -0.5% | -27.5% | -39.4% |
| All | -44.5% | +5.4% | -49.9% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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