-45.7%
TOST vs VRSK
-6.0%
-39.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.7% |
| 7D | -3.4% | -3.1% | -0.3% | -1.6% |
| 30D | -2.4% | -1.6% | -0.9% | -2.1% |
| 3M | +34.6% | +3.5% | +31.1% | +29.7% |
| 6M | +15.2% | -13.4% | +28.6% | +24.9% |
| YTD | -4.4% | -16.5% | +12.1% | +6.6% |
| 1Y | -17.4% | -30.6% | +13.2% | +5.3% |
| 3Y | +54.5% | -21.9% | +76.3% | +62.9% |
| All | -45.7% | -6.0% | -39.6% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling