-2.8%
TSLL vs VRSK
-11.3%
+8.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +33.0% | -2.4% | +35.4% | +32.3% |
| 30D | +7.7% | +16.8% | -9.1% | +11.5% |
| 3M | +34.7% | +14.7% | +20.0% | +39.6% |
| 6M | -31.5% | +24.7% | -56.2% | -29.4% |
| YTD | -42.4% | -7.0% | -35.3% | -38.4% |
| 1Y | -39.7% | -2.1% | -37.6% | -36.2% |
| All | -2.8% | -11.3% | +8.5% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling