+35.7%
TLT vs VRSK
+593.4%
-557.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | -0.3% | -5.4% | +5.1% | -0.6% |
| 30D | 0.0% | -1.8% | +1.7% | -0.1% |
| 3M | -2.9% | -2.2% | -0.6% | -2.9% |
| 6M | -6.3% | -14.9% | +8.6% | -7.2% |
| YTD | -3.3% | -20.0% | +16.7% | -4.6% |
| 1Y | -4.2% | -33.1% | +28.9% | -6.7% |
| 3Y | -1.7% | -25.6% | +24.0% | -3.0% |
| 5Y | -34.9% | -10.1% | -24.8% | -34.3% |
| 10Y | -19.8% | +128.4% | -148.2% | -3.0% |
| All | +35.7% | +593.4% | -557.7% | +112.8% |
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