-11.1%
VRSK vs TRMB
-39.0%
+27.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -5.2% | -3.0% | -2.1% | -4.3% |
| 30D | -2.3% | +2.3% | -4.6% | -2.9% |
| 3M | -2.9% | +15.3% | -18.2% | -6.5% |
| 6M | -12.8% | -14.7% | +1.9% | -9.4% |
| YTD | -20.8% | -26.4% | +5.6% | -14.7% |
| 1Y | -33.2% | -30.4% | -2.8% | -27.3% |
| 3Y | -26.6% | +13.5% | -40.1% | -33.3% |
| All | -11.1% | -39.0% | +27.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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