+16.9%
VRSK vs TXG
+22.9%
-6.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -7.7% | +5.0% | -12.7% | -8.1% |
| 30D | -2.8% | +13.5% | -16.3% | -3.8% |
| 3M | -3.7% | +128.0% | -131.7% | -10.3% |
| 6M | -12.8% | +224.4% | -237.2% | -21.6% |
| YTD | -21.0% | +307.0% | -328.0% | -30.6% |
| 1Y | -32.5% | +427.2% | -459.7% | -42.5% |
| 3Y | -26.5% | +40.2% | -66.7% | -30.6% |
| 5Y | -11.5% | -64.0% | +52.5% | -7.2% |
| All | +16.9% | +22.9% | -6.0% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling