+38.5%
TNA vs VRSK
-8.8%
+47.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.5% |
| 7D | +2.4% | +4.2% | -1.8% | +3.6% |
| 30D | -0.9% | +21.2% | -22.1% | +4.6% |
| 3M | -19.2% | +2.9% | -22.1% | -18.2% |
| 6M | -0.8% | +11.3% | -12.2% | +4.3% |
| YTD | +33.2% | -10.8% | +44.0% | +33.2% |
| 1Y | +38.5% | -9.2% | +47.7% | +40.6% |
| All | +38.5% | -8.8% | +47.3% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling