+116.2%
TT vs VRSK
-26.5%
+142.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.2% | -5.2% | +4.0% | -1.3% |
| 30D | -7.3% | -2.3% | -5.0% | -7.3% |
| 3M | -3.6% | -2.9% | -0.7% | -3.6% |
| 6M | +2.8% | -12.8% | +15.6% | +4.3% |
| YTD | +14.5% | -20.8% | +35.3% | +18.2% |
| 1Y | +7.4% | -33.2% | +40.6% | +15.4% |
| 3Y | +116.2% | -26.6% | +142.8% | +141.5% |
| All | +116.2% | -26.5% | +142.7% | +141.5% |
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