-23.0%
TNA vs VRSK
-11.8%
-11.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -7.3% | -5.2% | -2.1% | -4.0% |
| 30D | -14.2% | -2.3% | -11.9% | -13.5% |
| 3M | -4.6% | -2.9% | -1.6% | -5.8% |
| 6M | +36.9% | -12.8% | +49.7% | +44.4% |
| YTD | +42.5% | -20.8% | +63.4% | +62.3% |
| 1Y | +45.8% | -33.2% | +79.0% | +97.6% |
| 3Y | +104.7% | -26.6% | +131.2% | +121.9% |
| All | -23.0% | -11.8% | -11.2% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling