-55.4%
TSLL vs VRSN
+50.3%
-105.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +17.8% | -0.2% | +17.9% | +17.7% |
| 3M | -37.0% | -0.3% | -36.7% | -37.7% |
| 6M | -37.7% | +23.0% | -60.7% | -48.7% |
| YTD | -51.4% | +21.3% | -72.7% | -60.1% |
| 1Y | -23.4% | +6.7% | -30.1% | -29.5% |
| 3Y | -30.8% | +45.0% | -75.7% | -55.6% |
| All | -55.4% | +50.3% | -105.8% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling