+225.2%
TPR vs VRSK
-11.3%
+236.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | -5.1% | -7.7% | +2.6% | -3.9% |
| 30D | -27.6% | -2.8% | -24.7% | -27.4% |
| 3M | -17.5% | -3.7% | -13.8% | -17.4% |
| 6M | -21.3% | -12.8% | -8.6% | -19.6% |
| YTD | -8.5% | -21.0% | +12.5% | -4.0% |
| 1Y | +11.5% | -32.5% | +43.9% | +22.6% |
| 3Y | +288.0% | -26.5% | +314.6% | +298.7% |
| 5Y | +225.2% | -11.5% | +236.7% | +191.4% |
| All | +225.2% | -11.3% | +236.4% | +191.4% |
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 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