-18.6%
VRSK vs TLN
+574.4%
-593.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -5.2% | -1.3% | -3.8% | -5.2% |
| 30D | -2.3% | -14.3% | +12.0% | -3.4% |
| 3M | -2.9% | -9.3% | +6.4% | -3.5% |
| 6M | -12.8% | -1.1% | -11.7% | -12.8% |
| YTD | -20.8% | -16.6% | -4.2% | -21.2% |
| 1Y | -33.2% | -22.0% | -11.2% | -33.6% |
| 3Y | -26.6% | +470.2% | -496.7% | -20.8% |
| All | -18.6% | +574.4% | -593.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling