-9.2%
VRSK vs TXG
+406.9%
-416.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.7% |
| 7D | +4.2% | -19.3% | +23.5% | +2.9% |
| 30D | +21.2% | -30.9% | +52.1% | +19.0% |
| 3M | +2.9% | +41.1% | -38.2% | +4.7% |
| 6M | +11.3% | +211.9% | -200.5% | +15.0% |
| YTD | -10.8% | +314.0% | -324.8% | -6.9% |
| 1Y | -9.2% | +405.4% | -414.6% | -4.2% |
| All | -9.2% | +406.9% | -416.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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