+911.5%
TT vs VRSK
+125.6%
+785.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.0% | -7.7% | +6.8% | +1.9% |
| 30D | -8.9% | -2.8% | -6.1% | -8.2% |
| 3M | -1.8% | -3.7% | +1.9% | -1.8% |
| 6M | +1.9% | -12.8% | +14.7% | +5.2% |
| YTD | +13.8% | -21.0% | +34.8% | +21.8% |
| 1Y | +6.1% | -32.5% | +38.6% | +22.0% |
| 3Y | +119.6% | -26.5% | +146.1% | +136.1% |
| 5Y | +145.9% | -11.5% | +157.4% | +134.2% |
| All | +911.5% | +125.6% | +785.9% | +502.2% |
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