+45.9%
TEM vs VRSK
-31.8%
+77.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -9.2% | -7.7% | -1.4% | -7.2% |
| 30D | +5.5% | -2.8% | +8.3% | +6.3% |
| 3M | +18.7% | -3.7% | +22.4% | +17.7% |
| 6M | +15.4% | -12.8% | +28.2% | +17.7% |
| YTD | -0.5% | -21.0% | +20.4% | +5.3% |
| 1Y | -24.8% | -32.5% | +7.6% | -13.5% |
| All | +45.9% | -31.8% | +77.7% | +84.5% |
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