+6,439.0%
TDG vs VRSK
+586.4%
+5,852.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | -5.2% | +3.3% | +0.4% |
| 30D | -7.7% | -2.3% | -5.4% | -7.1% |
| 3M | -9.3% | -2.9% | -6.4% | -9.2% |
| 6M | -9.4% | -12.8% | +3.4% | -5.4% |
| YTD | -14.3% | -20.8% | +6.6% | -6.5% |
| 1Y | -11.8% | -33.2% | +21.4% | +4.0% |
| 3Y | +52.0% | -26.6% | +78.5% | +67.5% |
| 5Y | +128.8% | -11.3% | +140.2% | +124.7% |
| 10Y | +543.8% | +126.1% | +417.7% | +314.4% |
| All | +6,439.0% | +586.4% | +5,852.6% | +2,607.5% |
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 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