-95.5%
TSLQ vs VRSN
+41.8%
-137.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.7% |
| 7D | -8.0% | -1.0% | -7.0% | -8.3% |
| 30D | -23.8% | -1.9% | -21.9% | -24.2% |
| 3M | -7.0% | +1.4% | -8.4% | -7.3% |
| 6M | -17.1% | +19.0% | -36.2% | -9.5% |
| YTD | +0.1% | +19.2% | -19.2% | +8.3% |
| 1Y | -51.2% | +1.7% | -52.9% | -53.3% |
| All | -95.5% | +41.8% | -137.2% | -92.8% |
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