+238.3%
TFC vs VRSK
+593.4%
-355.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.4% |
| 7D | -1.3% | -5.4% | +4.1% | +1.0% |
| 30D | -2.3% | -1.8% | -0.6% | -2.0% |
| 3M | +2.5% | -2.2% | +4.7% | +2.4% |
| 6M | +9.5% | -14.9% | +24.4% | +15.2% |
| YTD | +5.1% | -20.0% | +25.1% | +12.6% |
| 1Y | +15.5% | -33.1% | +48.6% | +34.3% |
| 3Y | +95.2% | -25.6% | +120.8% | +109.8% |
| 5Y | +14.5% | -10.1% | +24.6% | +8.7% |
| 10Y | +97.2% | +128.4% | -31.2% | +14.2% |
| All | +238.3% | +593.4% | -355.1% | +3.1% |
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