+124.0%
VRSK vs TXT
+107.7%
+16.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | -5.2% | +2.5% | -7.6% | -5.7% |
| 30D | -2.3% | -8.9% | +6.5% | -0.2% |
| 3M | -2.9% | -13.6% | +10.6% | +0.3% |
| 6M | -12.8% | -13.1% | +0.3% | -10.4% |
| YTD | -20.8% | -7.0% | -13.8% | -20.3% |
| 1Y | -33.2% | -1.4% | -31.8% | -34.0% |
| 3Y | -26.6% | +7.0% | -33.5% | -30.3% |
| 5Y | -11.3% | +15.4% | -26.7% | -18.8% |
| All | +124.0% | +107.7% | +16.2% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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