+1,779.8%
TSM vs VRSK
+126.1%
+1,653.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.0% | -5.2% | +6.2% | +2.4% |
| 30D | +1.0% | -2.3% | +3.3% | +1.3% |
| 3M | +2.9% | -2.9% | +5.8% | +2.1% |
| 6M | +22.8% | -12.8% | +35.6% | +25.6% |
| YTD | +43.3% | -20.8% | +64.1% | +51.0% |
| 1Y | +69.2% | -33.2% | +102.4% | +89.8% |
| 3Y | +404.5% | -26.6% | +431.1% | +420.5% |
| 5Y | +282.2% | -11.3% | +293.5% | +248.9% |
| All | +1,779.8% | +126.1% | +1,653.7% | +1,002.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling