+608.6%
TNA vs VRSK
+586.4%
+22.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.8% |
| 7D | -7.3% | -5.2% | -2.1% | -1.5% |
| 30D | -14.2% | -2.3% | -11.9% | -13.1% |
| 3M | -4.6% | -2.9% | -1.6% | -7.0% |
| 6M | +36.9% | -12.8% | +49.7% | +43.8% |
| YTD | +42.5% | -20.8% | +63.4% | +63.3% |
| 1Y | +45.8% | -33.2% | +79.0% | +104.1% |
| 3Y | +104.7% | -26.6% | +131.2% | +128.4% |
| 5Y | -21.7% | -11.3% | -10.4% | -30.4% |
| 10Y | +83.8% | +126.1% | -42.3% | -48.2% |
| All | +608.6% | +586.4% | +22.2% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling