+537.0%
TDG vs VRSK
+126.1%
+410.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | -5.2% | +3.3% | +0.6% |
| 30D | -7.7% | -2.3% | -5.4% | -7.0% |
| 3M | -9.3% | -2.9% | -6.4% | -9.2% |
| 6M | -9.4% | -12.8% | +3.4% | -4.9% |
| YTD | -14.3% | -20.8% | +6.6% | -5.5% |
| 1Y | -11.8% | -33.2% | +21.4% | +6.4% |
| 3Y | +52.0% | -26.6% | +78.5% | +68.6% |
| 5Y | +128.8% | -11.3% | +140.2% | +119.5% |
| All | +537.0% | +126.1% | +410.9% | +254.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling