-11.1%
VRSK vs TRGP
+628.1%
-639.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -2.3% | +8.0% | -10.3% | -3.2% |
| 3M | -2.9% | +8.3% | -11.2% | -4.0% |
| 6M | -12.8% | +23.9% | -36.7% | -15.3% |
| YTD | -20.8% | +59.6% | -80.5% | -25.7% |
| 1Y | -33.2% | +79.4% | -112.6% | -38.5% |
| 3Y | -26.6% | +269.4% | -296.0% | -41.1% |
| All | -11.1% | +628.1% | -639.2% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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