+124.0%
VRSK vs TSN
-4.9%
+128.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -5.2% | +3.0% | -8.2% | -5.8% |
| 30D | -2.3% | -4.2% | +1.9% | -1.6% |
| 3M | -2.9% | -3.9% | +1.0% | -2.2% |
| 6M | -12.8% | -9.8% | -3.0% | -11.3% |
| YTD | -20.8% | -7.3% | -13.6% | -20.0% |
| 1Y | -33.2% | -2.2% | -31.0% | -33.4% |
| 3Y | -26.6% | +11.9% | -38.5% | -29.6% |
| 5Y | -11.3% | -16.9% | +5.6% | -9.9% |
| All | +124.0% | -4.9% | +128.9% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling