-97.1%
TSLQ vs VRSN
+69.1%
-166.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.7% |
| 7D | +5.7% | -1.5% | +7.2% | +4.8% |
| 30D | -21.1% | +0.7% | -21.8% | -20.8% |
| 3M | -11.5% | +0.6% | -12.1% | -12.1% |
| 6M | -14.9% | +21.7% | -36.6% | -4.3% |
| YTD | +2.4% | +20.0% | -17.6% | +13.2% |
| 1Y | -49.8% | +3.2% | -52.9% | -50.8% |
| 3Y | -95.8% | +42.4% | -138.2% | -94.0% |
| All | -97.1% | +69.1% | -166.3% | -94.7% |
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