+84.6%
TGT vs VRSK
-30.3%
+114.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +0.8% | -3.1% | +3.9% | +1.1% |
| 30D | +12.2% | -1.6% | +13.8% | +12.2% |
| 3M | +33.8% | +3.5% | +30.3% | +33.4% |
| 6M | +39.3% | -13.4% | +52.7% | +40.2% |
| YTD | +72.9% | -16.5% | +89.4% | +74.7% |
| 1Y | +84.6% | -30.6% | +115.1% | +95.6% |
| All | +84.6% | -30.3% | +114.8% | +95.6% |
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 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