+124.0%
VRSK vs TD
+306.3%
-182.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -5.2% | -0.5% | -4.6% | -5.0% |
| 30D | -2.3% | -1.9% | -0.4% | -1.8% |
| 3M | -2.9% | +4.8% | -7.7% | -5.0% |
| 6M | -12.8% | +28.0% | -40.8% | -21.3% |
| YTD | -20.8% | +30.3% | -51.1% | -29.2% |
| 1Y | -33.2% | +59.8% | -93.0% | -45.1% |
| 3Y | -26.6% | +124.7% | -151.3% | -48.3% |
| 5Y | -11.3% | +127.0% | -138.3% | -38.9% |
| All | +124.0% | +306.3% | -182.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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