-97.7%
TSLQ vs VRSN
+83.3%
-181.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.8% |
| 7D | -16.8% | +1.4% | -18.3% | -16.3% |
| 30D | -18.0% | +3.9% | -21.8% | -16.3% |
| 3M | -34.5% | +9.3% | -43.8% | -31.4% |
| 6M | -8.9% | +6.7% | -15.6% | -7.2% |
| YTD | -19.0% | +30.0% | -49.0% | -6.5% |
| 1Y | -38.2% | +26.0% | -64.2% | -30.8% |
| 3Y | -96.9% | +53.1% | -150.1% | -95.4% |
| All | -97.7% | +83.3% | -181.0% | -95.7% |
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