-25.8%
VRSK vs TMF
-42.1%
+16.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | -5.4% | -0.9% | -4.5% | -5.3% |
| 30D | -1.8% | -1.0% | -0.8% | -1.7% |
| 3M | -2.2% | -11.3% | +9.0% | -1.4% |
| 6M | -14.9% | -22.7% | +7.8% | -13.2% |
| YTD | -20.0% | -17.3% | -2.7% | -19.0% |
| 1Y | -33.1% | -22.5% | -10.7% | -31.8% |
| All | -25.8% | -42.1% | +16.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling