-37.7%
TSLL vs VRSK
-12.4%
-25.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.3% | -13.2% |
| 7D | +1.9% | -3.1% | +5.0% | -0.2% |
| 30D | +17.8% | -1.6% | +19.3% | +15.5% |
| 3M | -37.0% | +3.5% | -40.5% | -34.4% |
| 6M | -37.7% | -13.4% | -24.3% | -38.6% |
| All | -37.7% | -12.4% | -25.3% | -38.6% |
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