+13.9%
TFC vs VRSK
-11.9%
+25.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -2.5% | -7.7% | +5.3% | -0.9% |
| 30D | -2.8% | -2.8% | 0.0% | -2.4% |
| 3M | +2.1% | -3.7% | +5.9% | +2.5% |
| 6M | +10.1% | -12.8% | +22.9% | +12.9% |
| YTD | +5.4% | -21.0% | +26.4% | +10.9% |
| 1Y | +16.3% | -32.5% | +48.8% | +28.6% |
| 3Y | +95.9% | -26.5% | +122.4% | +105.7% |
| All | +13.9% | -11.9% | +25.8% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling