-17.8%
VRSK vs TLN
+589.3%
-607.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.3% |
| 7D | -5.4% | +5.8% | -11.2% | -4.9% |
| 30D | -1.8% | -6.9% | +5.1% | -2.2% |
| 3M | -2.2% | -10.9% | +8.7% | -2.8% |
| 6M | -14.9% | -4.6% | -10.3% | -14.9% |
| YTD | -20.0% | -14.7% | -5.3% | -20.3% |
| 1Y | -33.1% | -17.9% | -15.2% | -33.4% |
| 3Y | -25.6% | +483.9% | -509.5% | -19.6% |
| All | -17.8% | +589.3% | -607.1% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling