+579.5%
VRSK vs TRI
+359.3%
+220.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -7.7% | -14.4% | +6.6% | -0.8% |
| 30D | -2.8% | -8.1% | +5.3% | +1.0% |
| 3M | -3.7% | +17.5% | -21.2% | -11.7% |
| 6M | -12.8% | -5.0% | -7.8% | -12.2% |
| YTD | -21.0% | -24.7% | +3.7% | -12.2% |
| 1Y | -32.5% | -41.5% | +9.0% | -15.6% |
| 3Y | -26.5% | -20.3% | -6.2% | -22.3% |
| 5Y | -11.5% | -10.9% | -0.6% | -12.3% |
| 10Y | +125.7% | +190.6% | -64.9% | +35.8% |
| All | +579.5% | +359.3% | +220.2% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling