+159.7%
TRV vs VRSK
-11.8%
+171.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +1.9% | -5.2% | +7.1% | +3.2% |
| 30D | +1.7% | -2.3% | +4.0% | +2.1% |
| 3M | +23.9% | -2.9% | +26.8% | +24.5% |
| 6M | +26.3% | -12.8% | +39.1% | +29.9% |
| YTD | +30.8% | -20.8% | +51.6% | +38.0% |
| 1Y | +36.3% | -33.2% | +69.5% | +50.9% |
| 3Y | +145.0% | -26.6% | +171.6% | +166.8% |
| All | +159.7% | -11.8% | +171.4% | +160.6% |
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 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