+587.8%
VRSK vs TAP
+21.1%
+566.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.6% |
| 7D | -5.4% | -5.1% | -0.3% | -4.2% |
| 30D | -1.8% | -8.4% | +6.7% | +0.3% |
| 3M | -2.2% | -3.9% | +1.7% | -1.2% |
| 6M | -14.9% | -14.4% | -0.5% | -11.9% |
| YTD | -20.0% | -14.7% | -5.3% | -17.4% |
| 1Y | -33.1% | -18.7% | -14.5% | -30.3% |
| 3Y | -25.6% | -32.6% | +7.0% | -19.7% |
| 5Y | -10.1% | -1.4% | -8.7% | -13.1% |
| 10Y | +128.4% | -50.4% | +178.8% | +146.4% |
| All | +587.8% | +21.1% | +566.7% | +475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling