+17.1%
VRSK vs TXG
+27.0%
-9.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | 0.0% |
| 7D | -5.2% | +9.5% | -14.6% | -5.8% |
| 30D | -2.3% | +18.8% | -21.1% | -3.6% |
| 3M | -2.9% | +136.1% | -139.0% | -9.8% |
| 6M | -12.8% | +235.2% | -248.0% | -21.8% |
| YTD | -20.8% | +320.5% | -341.4% | -30.6% |
| 1Y | -33.2% | +425.2% | -458.4% | -43.1% |
| 3Y | -26.6% | +42.9% | -69.5% | -30.7% |
| 5Y | -11.3% | -62.8% | +51.5% | -7.3% |
| All | +17.1% | +27.0% | -9.9% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling