+951.9%
TTMI vs VRSK
+585.1%
+366.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | +6.0% | -7.7% | +13.8% | +8.8% |
| 30D | -6.4% | -2.8% | -3.6% | -6.1% |
| 3M | -28.9% | -3.7% | -25.2% | -30.2% |
| 6M | +26.9% | -12.8% | +39.6% | +27.8% |
| YTD | +77.3% | -21.0% | +98.3% | +85.1% |
| 1Y | +147.5% | -32.5% | +180.0% | +175.3% |
| 3Y | +847.6% | -26.5% | +874.2% | +871.5% |
| 5Y | +802.2% | -11.5% | +813.7% | +713.2% |
| 10Y | +1,076.3% | +125.7% | +950.7% | +495.5% |
| All | +951.9% | +585.1% | +366.9% | +133.4% |
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