+14.4%
TFC vs VRSK
-30.3%
+44.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | 0.0% |
| 7D | +2.4% | -3.1% | +5.5% | +2.4% |
| 30D | -1.3% | -1.6% | +0.3% | -1.3% |
| 3M | +6.1% | +3.5% | +2.6% | +6.3% |
| 6M | +7.3% | -13.4% | +20.7% | +7.3% |
| YTD | +8.2% | -16.5% | +24.7% | +10.3% |
| 1Y | +14.4% | -30.6% | +45.0% | +20.3% |
| All | +14.4% | -30.3% | +44.7% | +20.3% |
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 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