+253.1%
TSEM vs VRSK
-30.3%
+283.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.5% | +10.4% | +6.1% |
| 7D | +6.9% | -3.1% | +10.0% | +4.8% |
| 30D | +5.3% | -1.6% | +6.9% | +5.1% |
| 3M | -14.9% | +3.5% | -18.4% | -11.1% |
| 6M | +80.0% | -13.4% | +93.4% | +84.4% |
| YTD | +89.4% | -16.5% | +105.9% | +88.4% |
| 1Y | +253.1% | -30.6% | +283.7% | +243.9% |
| All | +253.1% | -30.3% | +283.3% | +243.9% |
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