+6,767.0%
TSM vs VRSK
+593.4%
+6,173.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.3% |
| 7D | +4.8% | -5.4% | +10.2% | +6.4% |
| 30D | +4.0% | -1.8% | +5.8% | +4.3% |
| 3M | +2.0% | -2.2% | +4.2% | +1.0% |
| 6M | +25.5% | -14.9% | +40.4% | +29.5% |
| YTD | +44.0% | -20.0% | +64.0% | +51.1% |
| 1Y | +75.4% | -33.1% | +108.6% | +96.1% |
| 3Y | +406.7% | -25.6% | +432.4% | +423.9% |
| 5Y | +285.0% | -10.1% | +295.1% | +258.2% |
| 10Y | +1,815.4% | +128.4% | +1,687.0% | +1,082.1% |
| All | +6,767.0% | +593.4% | +6,173.6% | +2,556.3% |
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 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