+302.0%
TRV vs VRSK
+126.1%
+176.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +1.9% | -5.2% | +7.1% | +4.0% |
| 30D | +1.7% | -2.3% | +4.0% | +2.4% |
| 3M | +23.9% | -2.9% | +26.8% | +24.6% |
| 6M | +26.3% | -12.8% | +39.1% | +31.7% |
| YTD | +30.8% | -20.8% | +51.6% | +41.2% |
| 1Y | +36.3% | -33.2% | +69.5% | +58.2% |
| 3Y | +145.0% | -26.6% | +171.6% | +169.9% |
| 5Y | +163.9% | -11.3% | +175.2% | +159.1% |
| All | +302.0% | +126.1% | +176.0% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling