+124.0%
VRSK vs TAP
-49.9%
+173.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -5.2% | -3.9% | -1.3% | -4.2% |
| 30D | -2.3% | -5.3% | +2.9% | -1.0% |
| 3M | -2.9% | -3.8% | +0.9% | -1.9% |
| 6M | -12.8% | -11.4% | -1.4% | -10.4% |
| YTD | -20.8% | -13.7% | -7.1% | -18.4% |
| 1Y | -33.2% | -17.2% | -16.0% | -30.6% |
| 3Y | -26.6% | -33.1% | +6.5% | -20.6% |
| 5Y | -11.3% | +0.8% | -12.1% | -15.0% |
| All | +124.0% | -49.9% | +173.9% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling