-47.2%
TSLL vs VRSK
+6.3%
-53.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +33.0% | -2.4% | +35.4% | +33.1% |
| 30D | +7.7% | +16.8% | -9.1% | +5.8% |
| 3M | +34.7% | +14.7% | +20.0% | +32.7% |
| 6M | -31.5% | +24.7% | -56.2% | -35.6% |
| YTD | -42.4% | -7.0% | -35.3% | -39.7% |
| 1Y | -39.7% | -2.1% | -37.6% | -38.7% |
| 3Y | +3.4% | -11.4% | +14.7% | +5.1% |
| All | -47.2% | +6.3% | -53.5% | -50.7% |
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 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