+404.5%
TSM vs VRSK
-26.5%
+431.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.3% |
| 7D | +1.0% | -5.2% | +6.2% | -0.1% |
| 30D | +1.0% | -2.3% | +3.3% | +0.6% |
| 3M | +2.9% | -2.9% | +5.8% | +2.5% |
| 6M | +22.8% | -12.8% | +35.6% | +21.9% |
| YTD | +43.3% | -20.8% | +64.1% | +41.0% |
| 1Y | +69.2% | -33.2% | +102.4% | +65.5% |
| 3Y | +404.5% | -26.6% | +431.1% | +384.3% |
| All | +404.5% | -26.5% | +431.0% | +384.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling