+361.1%
TTD vs VRSK
+131.9%
+229.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -2.2% |
| 7D | -4.6% | -5.4% | +0.8% | -0.2% |
| 30D | +3.7% | -1.8% | +5.4% | +5.0% |
| 3M | -30.2% | -2.2% | -28.0% | -29.8% |
| 6M | -51.4% | -14.9% | -36.5% | -45.1% |
| YTD | -63.4% | -20.0% | -43.4% | -57.1% |
| 1Y | -73.5% | -33.1% | -40.4% | -64.1% |
| 3Y | -83.5% | -25.6% | -57.8% | -81.1% |
| 5Y | -80.9% | -10.1% | -70.8% | -81.8% |
| All | +361.1% | +131.9% | +229.2% | +110.7% |
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