+56.5%
TEL vs VRSK
-11.8%
+68.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +1.6% | -5.2% | +6.7% | +2.8% |
| 30D | -0.7% | -2.3% | +1.7% | -0.2% |
| 3M | +2.4% | -2.9% | +5.4% | +2.6% |
| 6M | +4.1% | -12.8% | +16.9% | +7.3% |
| YTD | -5.8% | -20.8% | +15.0% | -0.3% |
| 1Y | +0.9% | -33.2% | +34.1% | +13.9% |
| 3Y | +72.6% | -26.6% | +99.2% | +79.9% |
| All | +56.5% | -11.8% | +68.3% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling