+80.5%
TSEM vs VRSK
-8.8%
+89.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.2% | -8.4% |
| 7D | -23.1% | +4.2% | -27.4% | -19.8% |
| 30D | -40.4% | +21.2% | -61.5% | -28.8% |
| 3M | -37.9% | +2.9% | -40.8% | -33.7% |
| 6M | -30.8% | +11.3% | -42.1% | -18.5% |
| YTD | +26.7% | -10.8% | +37.6% | +33.9% |
| 1Y | +80.5% | -9.2% | +89.6% | +97.7% |
| All | +80.5% | -8.8% | +89.3% | +97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling