-0.2%
VRSK vs TRI
-16.8%
+16.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.8% | +6.1% | +6.5% |
| 7D | +10.9% | +1.5% | +9.4% | +9.7% |
| 30D | +28.0% | +20.4% | +7.6% | +17.1% |
| 3M | +12.3% | +20.6% | -8.2% | +2.4% |
| 6M | +17.8% | +25.5% | -7.7% | +3.5% |
| YTD | -4.7% | -7.1% | +2.4% | -6.7% |
| 1Y | -0.2% | -14.7% | +14.5% | -0.3% |
| All | -0.2% | -16.8% | +16.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling