-10.5%
VRSK vs TPG
+74.1%
-84.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -5.2% | -9.4% | +4.3% | -3.7% |
| 30D | -2.3% | -5.3% | +2.9% | -1.5% |
| 3M | -2.9% | +12.9% | -15.8% | -4.8% |
| 6M | -12.8% | +20.1% | -32.9% | -15.5% |
| YTD | -20.8% | -22.5% | +1.7% | -18.2% |
| 1Y | -33.2% | -19.7% | -13.5% | -31.6% |
| 3Y | -26.6% | +81.2% | -107.8% | -38.9% |
| All | -10.5% | +74.1% | -84.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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