-11.1%
VRSK vs TSN
-17.2%
+6.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -5.2% | +3.0% | -8.2% | -5.7% |
| 30D | -2.3% | -4.2% | +1.9% | -1.7% |
| 3M | -2.9% | -3.9% | +1.0% | -2.2% |
| 6M | -12.8% | -9.8% | -3.0% | -11.5% |
| YTD | -20.8% | -7.3% | -13.6% | -20.2% |
| 1Y | -33.2% | -2.2% | -31.0% | -33.5% |
| 3Y | -26.6% | +11.9% | -38.5% | -29.1% |
| All | -11.1% | -17.2% | +6.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling