+1,010.3%
TRV vs VRSK
+585.1%
+425.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -1.5% | -7.7% | +6.3% | +1.4% |
| 30D | -1.8% | -2.8% | +1.0% | -1.0% |
| 3M | +21.6% | -3.7% | +25.3% | +22.6% |
| 6M | +22.5% | -12.8% | +35.2% | +27.2% |
| YTD | +28.1% | -21.0% | +49.1% | +37.4% |
| 1Y | +37.0% | -32.5% | +69.5% | +55.7% |
| 3Y | +141.9% | -26.5% | +168.4% | +163.9% |
| 5Y | +158.5% | -11.5% | +170.0% | +156.2% |
| 10Y | +297.5% | +125.7% | +171.9% | +176.8% |
| All | +1,010.3% | +585.1% | +425.2% | +443.7% |
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