-33.0%
TSLL vs VRSN
+26.4%
-59.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | +17.8% | +1.4% | +16.4% | +18.4% |
| 30D | +8.2% | +3.9% | +4.4% | +9.6% |
| 3M | +20.9% | +9.3% | +11.5% | +25.2% |
| 6M | -37.5% | +6.7% | -44.2% | -35.0% |
| YTD | -44.5% | +30.0% | -74.5% | -33.5% |
| 1Y | -33.0% | +26.0% | -59.0% | -23.1% |
| All | -33.0% | +26.4% | -59.3% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling