-5.4%
TSLL vs VRSN
+54.6%
-60.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -11.0% | -0.9% | -10.1% | -10.7% |
| 30D | -5.3% | +2.4% | -7.7% | -5.9% |
| 3M | +20.8% | +6.4% | +14.4% | +18.6% |
| 6M | -36.0% | +8.6% | -44.6% | -38.1% |
| YTD | -47.3% | +29.3% | -76.5% | -54.2% |
| 1Y | -48.4% | +27.2% | -75.6% | -55.0% |
| 3Y | -5.4% | +52.8% | -58.3% | -39.6% |
| All | -5.4% | +54.6% | -60.1% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling