-11.1%
VRSK vs TDY
+39.0%
-50.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -5.2% | -1.1% | -4.0% | -4.9% |
| 30D | -2.3% | -12.0% | +9.7% | +0.8% |
| 3M | -2.9% | -3.2% | +0.3% | -2.6% |
| 6M | -12.8% | -7.9% | -4.9% | -11.7% |
| YTD | -20.8% | +18.2% | -39.0% | -27.3% |
| 1Y | -33.2% | +6.7% | -39.9% | -36.3% |
| 3Y | -26.6% | +47.5% | -74.1% | -40.2% |
| All | -11.1% | +39.0% | -50.1% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling