+275.6%
TSM vs VRSK
-11.9%
+287.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +2.6% | -7.7% | +10.4% | +3.0% |
| 30D | +1.4% | -2.8% | +4.2% | +1.5% |
| 3M | +5.0% | -3.7% | +8.7% | +4.5% |
| 6M | +24.0% | -12.8% | +36.7% | +25.3% |
| YTD | +41.6% | -21.0% | +62.5% | +45.7% |
| 1Y | +66.2% | -32.5% | +98.6% | +77.2% |
| 3Y | +398.2% | -26.5% | +424.7% | +396.5% |
| All | +275.6% | -11.9% | +287.6% | +223.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling