+56.1%
TOST vs VRSK
-26.8%
+82.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.4% |
| 7D | -0.9% | -9.7% | +8.8% | +1.9% |
| 30D | -3.5% | -8.5% | +5.1% | -1.3% |
| 3M | +38.1% | -1.7% | +39.8% | +38.1% |
| 6M | +9.9% | -17.9% | +27.8% | +14.3% |
| YTD | -6.3% | -21.1% | +14.9% | -1.1% |
| 1Y | -18.3% | -35.1% | +16.8% | -10.2% |
| All | +56.1% | -26.8% | +82.9% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling