-18.4%
TSLL vs VRSN
+55.3%
-73.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.1% | +9.7% | +9.0% |
| 7D | -21.2% | +0.5% | -21.7% | -21.2% |
| 30D | -13.3% | +4.9% | -18.2% | -14.4% |
| 3M | +15.4% | +5.8% | +9.6% | +13.5% |
| 6M | -34.2% | +12.6% | -46.8% | -37.6% |
| YTD | -52.9% | +28.2% | -81.1% | -59.0% |
| 1Y | -54.3% | +30.4% | -84.8% | -61.2% |
| 3Y | -18.4% | +54.6% | -73.0% | -47.9% |
| All | -18.4% | +55.3% | -73.6% | -47.9% |
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