+587.8%
VRSK vs TRMB
+407.3%
+180.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +2.0% |
| 7D | -5.4% | -2.9% | -2.5% | -4.7% |
| 30D | -1.8% | -1.8% | 0.0% | -1.3% |
| 3M | -2.2% | +8.4% | -10.6% | -4.1% |
| 6M | -14.9% | -18.5% | +3.6% | -10.8% |
| YTD | -20.0% | -26.7% | +6.7% | -14.1% |
| 1Y | -33.1% | -28.3% | -4.8% | -28.1% |
| 3Y | -25.6% | +12.6% | -38.2% | -30.4% |
| 5Y | -10.1% | -38.7% | +28.6% | -3.7% |
| 10Y | +128.4% | +120.8% | +7.6% | +74.7% |
| All | +587.8% | +407.3% | +180.5% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling