+617.9%
VRSK vs TMF
-61.9%
+679.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | -3.1% | -1.4% | -1.7% | -3.2% |
| 30D | -1.6% | -2.8% | +1.3% | -1.7% |
| 3M | +3.5% | -10.9% | +14.4% | +2.9% |
| 6M | -13.4% | -21.3% | +8.0% | -14.4% |
| YTD | -16.5% | -15.9% | -0.6% | -17.2% |
| 1Y | -30.6% | -15.7% | -14.8% | -31.1% |
| 3Y | -21.9% | -43.4% | +21.5% | -23.8% |
| 5Y | -6.3% | -87.8% | +81.5% | -19.9% |
| 10Y | +133.1% | -86.7% | +219.8% | +109.3% |
| All | +617.9% | -61.9% | +679.8% | +675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling