+587.8%
VRSK vs TXT
+342.0%
+245.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -5.4% | +0.8% | -6.2% | -5.6% |
| 30D | -1.8% | -10.4% | +8.7% | +0.5% |
| 3M | -2.2% | -14.3% | +12.1% | +0.8% |
| 6M | -14.9% | -15.1% | +0.2% | -12.4% |
| YTD | -20.0% | -8.3% | -11.7% | -19.3% |
| 1Y | -33.1% | -0.7% | -32.4% | -33.9% |
| 3Y | -25.6% | +6.0% | -31.6% | -28.5% |
| 5Y | -10.1% | +12.5% | -22.6% | -15.8% |
| 10Y | +128.4% | +103.2% | +25.2% | +76.8% |
| All | +587.8% | +342.0% | +245.8% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling