+2.8%
VRSK vs TSLQ
-97.2%
+99.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | -7.7% | +5.7% | -13.4% | -7.7% |
| 30D | -2.8% | -21.1% | +18.3% | -2.9% |
| 3M | -3.7% | -11.5% | +7.8% | -3.7% |
| 6M | -12.8% | -14.9% | +2.1% | -12.8% |
| YTD | -21.0% | +2.4% | -23.4% | -20.7% |
| 1Y | -32.5% | -49.8% | +17.3% | -33.2% |
| 3Y | -26.5% | -95.8% | +69.3% | -29.7% |
| All | +2.8% | -97.2% | +99.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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