-49.1%
TSLL vs VRSN
+61.1%
-110.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +17.8% | +1.4% | +16.4% | +16.8% |
| 30D | +8.2% | +3.9% | +4.4% | +6.2% |
| 3M | +20.9% | +9.3% | +11.5% | +14.7% |
| 6M | -37.5% | +6.7% | -44.2% | -40.9% |
| YTD | -44.5% | +30.0% | -74.5% | -56.2% |
| 1Y | -33.0% | +26.0% | -59.0% | -45.9% |
| 3Y | -6.4% | +53.1% | -59.5% | -41.0% |
| All | -49.1% | +61.1% | -110.2% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling