+46.6%
TEM vs VRSK
-31.7%
+78.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -8.7% | -5.2% | -3.5% | -7.4% |
| 30D | +8.1% | -2.3% | +10.4% | +8.8% |
| 3M | +19.0% | -2.9% | +21.9% | +17.7% |
| 6M | +12.0% | -12.8% | +24.8% | +14.3% |
| YTD | -0.1% | -20.8% | +20.7% | +5.7% |
| 1Y | -33.5% | -33.2% | -0.3% | -23.0% |
| All | +46.6% | -31.7% | +78.3% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling