+145.2%
TE vs VRSK
-32.3%
+177.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.8% |
| 7D | +0.2% | -5.2% | +5.4% | -2.2% |
| 30D | -5.9% | -2.3% | -3.6% | -6.6% |
| 3M | -45.6% | -2.9% | -42.6% | -45.8% |
| 6M | -43.4% | -12.8% | -30.6% | -45.4% |
| YTD | -31.0% | -20.8% | -10.2% | -33.2% |
| 1Y | +145.2% | -33.2% | +178.4% | +172.6% |
| All | +145.2% | -32.3% | +177.5% | +172.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling