+93.7%
TFC vs VRSK
-26.6%
+120.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -2.5% | -7.7% | +5.3% | -1.9% |
| 30D | -2.8% | -2.8% | 0.0% | -2.7% |
| 3M | +2.1% | -3.7% | +5.9% | +2.3% |
| 6M | +10.1% | -12.8% | +22.9% | +11.5% |
| YTD | +5.4% | -21.0% | +26.4% | +8.6% |
| 1Y | +16.3% | -32.5% | +48.8% | +23.8% |
| All | +93.7% | -26.6% | +120.3% | +95.8% |
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