+124.0%
VRSK vs TDY
+479.2%
-355.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -5.2% | -1.1% | -4.0% | -4.8% |
| 30D | -2.3% | -12.0% | +9.7% | +1.8% |
| 3M | -2.9% | -3.2% | +0.3% | -2.4% |
| 6M | -12.8% | -7.9% | -4.9% | -11.5% |
| YTD | -20.8% | +18.2% | -39.0% | -27.4% |
| 1Y | -33.2% | +6.7% | -39.9% | -36.4% |
| 3Y | -26.6% | +47.5% | -74.1% | -39.6% |
| 5Y | -11.3% | +39.5% | -50.8% | -26.2% |
| All | +124.0% | +479.2% | -355.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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