-10.4%
TSCO vs VRSK
-11.8%
+1.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -5.2% | -0.5% | -4.1% |
| 30D | -8.8% | -2.3% | -6.4% | -8.3% |
| 3M | +6.3% | -2.9% | +9.3% | +6.7% |
| 6M | -32.3% | -12.8% | -19.5% | -29.7% |
| YTD | -32.7% | -20.8% | -11.9% | -27.8% |
| 1Y | -43.7% | -33.2% | -10.5% | -35.1% |
| 3Y | -19.7% | -26.6% | +6.9% | -13.1% |
| All | -10.4% | -11.8% | +1.4% | -15.4% |
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