+1,211.4%
TEL vs VRSK
+585.1%
+626.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -2.3% | -7.7% | +5.5% | +0.9% |
| 30D | -6.1% | -2.8% | -3.2% | -5.2% |
| 3M | +1.7% | -3.7% | +5.4% | +2.2% |
| 6M | +1.6% | -12.8% | +14.4% | +5.5% |
| YTD | -9.1% | -21.0% | +11.9% | -2.2% |
| 1Y | -1.7% | -32.5% | +30.8% | +13.0% |
| 3Y | +67.3% | -26.5% | +93.9% | +79.1% |
| 5Y | +52.1% | -11.5% | +63.6% | +45.7% |
| 10Y | +299.3% | +125.7% | +173.7% | +140.6% |
| All | +1,211.4% | +585.1% | +626.4% | +372.7% |
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