-39.7%
TSLL vs VRSK
-3.2%
-36.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.5% |
| 7D | +33.0% | -2.4% | +35.4% | +31.4% |
| 30D | +7.7% | +16.8% | -9.1% | +18.5% |
| 3M | +34.7% | +14.7% | +20.0% | +47.7% |
| 6M | -31.5% | +24.7% | -56.2% | -21.8% |
| YTD | -42.4% | -7.0% | -35.3% | -39.8% |
| 1Y | -39.7% | -2.1% | -37.6% | -29.2% |
| All | -39.7% | -3.2% | -36.5% | -29.2% |
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