-48.1%
TOST vs VRSK
-10.0%
-38.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.4% |
| 7D | -4.7% | -5.4% | +0.7% | -1.4% |
| 30D | -9.1% | -1.8% | -7.3% | -8.5% |
| 3M | +29.8% | -2.2% | +32.0% | +29.6% |
| 6M | +10.0% | -14.9% | +24.9% | +20.4% |
| YTD | -8.6% | -20.0% | +11.4% | +4.6% |
| 1Y | -20.7% | -33.1% | +12.4% | +3.4% |
| 3Y | +55.7% | -25.6% | +81.3% | +69.9% |
| All | -48.1% | -10.0% | -38.1% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling