+1,449.6%
TSEM vs VRSK
+586.4%
+863.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -5.2% | +0.3% | -3.4% |
| 30D | -18.7% | -2.3% | -16.4% | -18.6% |
| 3M | -18.1% | -2.9% | -15.2% | -19.5% |
| 6M | +77.1% | -12.8% | +89.9% | +78.9% |
| YTD | +80.1% | -20.8% | +101.0% | +88.0% |
| 1Y | +220.4% | -33.2% | +253.6% | +256.9% |
| 3Y | +650.1% | -26.6% | +676.6% | +673.4% |
| 5Y | +628.9% | -11.3% | +640.2% | +564.3% |
| 10Y | +1,293.4% | +126.1% | +1,167.3% | +640.3% |
| All | +1,449.6% | +586.4% | +863.2% | +438.5% |
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