+1,659.4%
TXN vs VRSK
+585.1%
+1,074.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +2.0% | -7.7% | +9.7% | +5.1% |
| 30D | -8.0% | -2.8% | -5.1% | -7.3% |
| 3M | -7.8% | -3.7% | -4.0% | -8.1% |
| 6M | +32.4% | -12.8% | +45.2% | +36.0% |
| YTD | +51.7% | -21.0% | +72.7% | +61.7% |
| 1Y | +44.3% | -32.5% | +76.8% | +65.1% |
| 3Y | +71.3% | -26.5% | +97.8% | +82.8% |
| 5Y | +56.4% | -11.5% | +67.9% | +48.9% |
| 10Y | +410.2% | +125.7% | +284.5% | +214.8% |
| All | +1,659.4% | +585.1% | +1,074.3% | +648.6% |
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