+124.0%
VRSK vs TCOM
-9.8%
+133.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -5.2% | -4.9% | -0.3% | -4.8% |
| 30D | -2.3% | -14.4% | +12.1% | -1.1% |
| 3M | -2.9% | -17.7% | +14.7% | -1.5% |
| 6M | -12.8% | -25.1% | +12.3% | -10.9% |
| YTD | -20.8% | -45.7% | +24.9% | -17.2% |
| 1Y | -33.2% | -47.9% | +14.6% | -30.0% |
| 3Y | -26.6% | +8.9% | -35.5% | -29.2% |
| 5Y | -11.3% | +26.9% | -38.2% | -18.4% |
| All | +124.0% | -9.8% | +133.8% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling