-33.2%
VRSK vs TDY
+10.5%
-43.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.5% |
| 7D | -5.2% | -1.1% | -4.0% | -5.4% |
| 30D | -2.3% | -12.0% | +9.7% | -5.2% |
| 3M | -2.9% | -3.2% | +0.3% | -3.7% |
| 6M | -12.8% | -7.9% | -4.9% | -13.7% |
| YTD | -20.8% | +18.2% | -39.0% | -23.6% |
| 1Y | -33.2% | +6.7% | -39.9% | -34.9% |
| All | -33.2% | +10.5% | -43.8% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling