-11.1%
VRSK vs TMF
-88.5%
+77.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -5.1% | -0.1% | -4.8% |
| 30D | -2.3% | -4.6% | +2.3% | -2.0% |
| 3M | -2.9% | -16.6% | +13.7% | -1.7% |
| 6M | -12.8% | -19.9% | +7.1% | -11.6% |
| YTD | -20.8% | -20.2% | -0.7% | -19.7% |
| 1Y | -33.2% | -27.7% | -5.5% | -31.8% |
| 3Y | -26.6% | -43.9% | +17.3% | -24.9% |
| All | -11.1% | -88.5% | +77.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling