-26.7%
VRSK vs TSN
+11.8%
-38.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -7.7% | +1.4% | -9.1% | -8.0% |
| 30D | -2.8% | -6.2% | +3.3% | -1.8% |
| 3M | -3.7% | -5.7% | +2.0% | -2.6% |
| 6M | -12.8% | -11.4% | -1.4% | -11.4% |
| YTD | -21.0% | -8.2% | -12.8% | -20.3% |
| 1Y | -32.5% | -2.0% | -30.5% | -33.0% |
| All | -26.7% | +11.8% | -38.6% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling