+414.2%
TGT vs VRSK
+585.1%
-170.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -5.0% | -7.7% | +2.7% | -2.6% |
| 30D | +3.0% | -2.8% | +5.9% | +3.9% |
| 3M | +22.6% | -3.7% | +26.3% | +23.6% |
| 6M | +31.2% | -12.8% | +44.0% | +35.8% |
| YTD | +63.7% | -21.0% | +84.7% | +74.0% |
| 1Y | +78.5% | -32.5% | +111.0% | +99.8% |
| 3Y | +40.5% | -26.5% | +67.1% | +49.1% |
| 5Y | -25.6% | -11.5% | -14.1% | -27.3% |
| 10Y | +204.7% | +125.7% | +79.0% | +122.6% |
| All | +414.2% | +585.1% | -170.9% | +186.4% |
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