-26.6%
VRSK vs TXG
+43.8%
-70.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -5.2% | +9.5% | -14.6% | -5.1% |
| 30D | -2.3% | +18.8% | -21.1% | -2.3% |
| 3M | -2.9% | +136.1% | -139.0% | -3.3% |
| 6M | -12.8% | +235.2% | -248.0% | -13.5% |
| YTD | -20.8% | +320.5% | -341.4% | -21.7% |
| 1Y | -33.2% | +425.2% | -458.4% | -34.3% |
| 3Y | -26.6% | +42.9% | -69.5% | -26.7% |
| All | -26.6% | +43.8% | -70.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling