-97.0%
TSLQ vs VRSN
+71.0%
-168.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +11.8% |
| 7D | -5.8% | +0.1% | -5.8% | -5.7% |
| 30D | -22.1% | -0.2% | -21.9% | -22.1% |
| 3M | +10.1% | -0.3% | +10.3% | +8.5% |
| 6M | -6.8% | +23.0% | -29.7% | +5.4% |
| YTD | +8.5% | +21.3% | -12.8% | +20.7% |
| 1Y | -49.7% | +6.7% | -56.5% | -49.4% |
| 3Y | -95.6% | +45.0% | -140.6% | -93.6% |
| All | -97.0% | +71.0% | -168.0% | -94.4% |
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