-30.6%
VRSK vs TCOM
-42.5%
+11.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | -3.1% | -9.5% | +6.4% | -2.8% |
| 30D | -1.6% | -10.7% | +9.2% | -1.2% |
| 3M | +3.5% | -14.6% | +18.1% | +3.6% |
| 6M | -13.4% | -19.3% | +6.0% | -13.3% |
| YTD | -16.5% | -42.9% | +26.4% | -17.1% |
| 1Y | -30.6% | -43.8% | +13.2% | -31.1% |
| All | -30.6% | -42.5% | +11.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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