+2,888.3%
TT vs VRSK
+583.6%
+2,304.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.8% |
| 7D | +1.6% | -9.7% | +11.3% | +5.7% |
| 30D | -7.3% | -8.5% | +1.2% | -4.3% |
| 3M | -2.6% | -1.7% | -0.9% | -3.4% |
| 6M | +5.9% | -17.9% | +23.8% | +12.3% |
| YTD | +15.4% | -21.1% | +36.5% | +23.5% |
| 1Y | +8.2% | -35.1% | +43.4% | +26.5% |
| 3Y | +122.7% | -26.7% | +149.3% | +139.7% |
| 5Y | +145.0% | -12.0% | +157.0% | +136.7% |
| 10Y | +893.7% | +122.9% | +770.9% | +494.2% |
| All | +2,888.3% | +583.6% | +2,304.7% | +935.9% |
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