-49.7%
TSLQ vs VRSN
+7.9%
-57.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.1% |
| 7D | -5.8% | +0.1% | -5.8% | -5.8% |
| 30D | -22.1% | -0.2% | -21.9% | -22.1% |
| 3M | +10.1% | -0.3% | +10.3% | +9.3% |
| 6M | -6.8% | +23.0% | -29.7% | -9.8% |
| YTD | +8.5% | +21.3% | -12.8% | +3.3% |
| 1Y | -49.7% | +6.7% | -56.5% | -54.3% |
| All | -49.7% | +7.9% | -57.7% | -54.3% |
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