-23.4%
TSLL vs VRSK
-33.5%
+10.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.9% |
| 7D | -7.3% | -7.7% | +0.4% | -10.6% |
| 30D | +15.8% | -2.8% | +18.6% | +14.2% |
| 3M | -19.5% | -3.7% | -15.8% | -19.8% |
| 6M | -32.1% | -12.8% | -19.3% | -33.1% |
| YTD | -48.9% | -21.0% | -27.9% | -52.5% |
| 1Y | -23.4% | -32.5% | +9.1% | -29.7% |
| All | -23.4% | -33.5% | +10.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling