+172.6%
TTMI vs VRSK
-30.3%
+202.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.5% | +11.4% | +6.7% |
| 7D | +5.9% | -3.1% | +9.0% | +3.3% |
| 30D | -4.3% | -1.6% | -2.7% | -4.8% |
| 3M | -32.0% | +3.5% | -35.5% | -28.3% |
| 6M | +19.5% | -13.4% | +32.8% | +19.0% |
| YTD | +82.0% | -16.5% | +98.5% | +68.6% |
| 1Y | +172.6% | -30.6% | +203.2% | +125.5% |
| All | +172.6% | -30.3% | +202.9% | +125.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling