+445.5%
TPR vs VRSK
+583.6%
-138.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -1.3% |
| 7D | -3.4% | -9.7% | +6.3% | +1.0% |
| 30D | -27.3% | -8.5% | -18.8% | -24.9% |
| 3M | -16.2% | -1.7% | -14.6% | -16.8% |
| 6M | -17.9% | -17.9% | 0.0% | -12.5% |
| YTD | -7.1% | -21.1% | +14.0% | +0.2% |
| 1Y | +13.6% | -35.1% | +48.8% | +34.4% |
| 3Y | +293.7% | -26.7% | +320.4% | +319.9% |
| 5Y | +239.1% | -12.0% | +251.1% | +218.5% |
| 10Y | +311.2% | +122.9% | +188.3% | +130.5% |
| All | +445.5% | +583.6% | -138.1% | +72.6% |
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 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