-44.5%
TOST vs VRSN
+47.3%
-91.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.6% |
| 7D | +9.4% | +0.5% | +9.0% | +9.1% |
| 30D | +13.5% | +4.9% | +8.6% | +9.3% |
| 3M | -0.1% | +5.8% | -6.0% | -4.8% |
| 6M | +22.5% | +12.6% | +9.9% | +8.3% |
| YTD | -2.4% | +28.2% | -30.6% | -23.9% |
| 1Y | -4.7% | +30.4% | -35.1% | -27.1% |
| 3Y | +103.2% | +54.6% | +48.6% | +21.6% |
| 5Y | -41.2% | +35.1% | -76.3% | -55.1% |
| All | -44.5% | +47.3% | -91.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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