+10.6%
TMO vs VRSK
-11.8%
+22.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.6% | -5.2% | +4.5% | +1.2% |
| 30D | +1.1% | -2.3% | +3.4% | +1.8% |
| 3M | +28.3% | -2.9% | +31.3% | +28.6% |
| 6M | +23.3% | -12.8% | +36.1% | +28.2% |
| YTD | +5.5% | -20.8% | +26.3% | +13.8% |
| 1Y | +24.5% | -33.2% | +57.8% | +45.1% |
| 3Y | +19.6% | -26.6% | +46.1% | +27.9% |
| All | +10.6% | -11.8% | +22.4% | +1.8% |
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 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