-45.7%
TOST vs VRSN
+39.4%
-85.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -2.4% | -0.2% | -2.3% | -2.4% |
| 3M | +34.6% | -0.3% | +34.9% | +33.6% |
| 6M | +15.2% | +23.0% | -7.8% | -6.7% |
| YTD | -4.4% | +21.3% | -25.7% | -22.0% |
| 1Y | -17.4% | +6.7% | -24.1% | -24.7% |
| 3Y | +54.5% | +45.0% | +9.5% | -2.6% |
| All | -45.7% | +39.4% | -85.1% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling