-11.1%
VRSK vs TRI
-10.0%
-1.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | -5.2% | -7.9% | +2.7% | -1.4% |
| 30D | -2.3% | -4.5% | +2.2% | -0.3% |
| 3M | -2.9% | +22.1% | -25.0% | -12.9% |
| 6M | -12.8% | -2.8% | -10.0% | -13.5% |
| YTD | -20.8% | -23.4% | +2.6% | -12.4% |
| 1Y | -33.2% | -41.5% | +8.3% | -15.5% |
| 3Y | -26.6% | -19.2% | -7.4% | -25.2% |
| All | -11.1% | -10.0% | -1.1% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling