-2.0%
TLT vs VRSK
-26.5%
+24.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | -5.2% | +3.5% | -1.3% |
| 30D | -1.1% | -2.3% | +1.2% | -1.0% |
| 3M | -4.9% | -2.9% | -1.9% | -4.8% |
| 6M | -5.0% | -12.8% | +7.8% | -4.1% |
| YTD | -4.4% | -20.8% | +16.5% | -2.3% |
| 1Y | -6.4% | -33.2% | +26.8% | -2.1% |
| 3Y | -2.0% | -26.6% | +24.6% | +1.1% |
| All | -2.0% | -26.5% | +24.5% | +1.1% |
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 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