-37.5%
TSLL vs VRSK
+26.7%
-64.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.0% |
| 7D | +17.8% | +1.6% | +16.3% | +19.8% |
| 30D | +8.2% | +15.1% | -6.8% | +25.3% |
| 3M | +20.9% | +12.1% | +8.8% | +36.8% |
| 6M | -37.5% | +29.4% | -66.9% | -1.8% |
| All | -37.5% | +26.7% | -64.2% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling