-26.7%
VRSK vs TLN
+469.0%
-495.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.4% |
| 7D | -7.7% | +2.0% | -9.7% | -7.6% |
| 30D | -2.8% | -12.9% | +10.1% | -3.8% |
| 3M | -3.7% | -7.4% | +3.7% | -4.1% |
| 6M | -12.8% | -6.0% | -6.7% | -12.9% |
| YTD | -21.0% | -16.9% | -4.1% | -21.4% |
| 1Y | -32.5% | -22.6% | -9.8% | -32.9% |
| All | -26.7% | +469.0% | -495.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling