-35.5%
TLT vs VRSK
-11.9%
-23.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -1.6% | -7.7% | +6.2% | -0.9% |
| 30D | -1.3% | -2.8% | +1.5% | -1.2% |
| 3M | -3.7% | -3.7% | 0.0% | -3.6% |
| 6M | -6.4% | -12.8% | +6.4% | -5.4% |
| YTD | -4.5% | -21.0% | +16.5% | -2.6% |
| 1Y | -5.9% | -32.5% | +26.6% | -2.3% |
| 3Y | -2.8% | -26.5% | +23.7% | -0.6% |
| All | -35.5% | -11.9% | -23.5% | -36.6% |
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