-51.9%
TSLL vs VRSK
-9.8%
-42.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -5.5% | +13.4% | +8.7% |
| 7D | +5.8% | -9.7% | +15.5% | +7.5% |
| 30D | +21.7% | -8.5% | +30.2% | +23.3% |
| 3M | -28.2% | -1.7% | -26.6% | -29.2% |
| 6M | -29.5% | -17.9% | -11.6% | -26.0% |
| YTD | -47.5% | -21.1% | -26.4% | -44.0% |
| 1Y | -20.8% | -35.1% | +14.4% | -5.9% |
| 3Y | -26.7% | -26.7% | 0.0% | -22.1% |
| All | -51.9% | -9.8% | -42.1% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling