-26.7%
TSLL vs VRSK
-26.9%
+0.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -5.5% | +13.4% | +7.5% |
| 7D | +5.8% | -9.7% | +15.5% | +5.1% |
| 30D | +21.7% | -8.5% | +30.2% | +20.8% |
| 3M | -28.2% | -1.7% | -26.6% | -28.7% |
| 6M | -29.5% | -17.9% | -11.6% | -27.5% |
| YTD | -47.5% | -21.1% | -26.4% | -45.5% |
| 1Y | -20.8% | -35.1% | +14.4% | -10.5% |
| 3Y | -26.7% | -26.7% | 0.0% | -20.0% |
| All | -26.7% | -26.9% | +0.2% | -20.0% |
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