+12,759.1%
TDG vs VRSN
+1,404.4%
+11,354.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.4% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -8.0% | -1.9% | -6.1% | -7.4% |
| 3M | -10.5% | +1.4% | -11.8% | -11.6% |
| 6M | -11.9% | +19.0% | -31.0% | -19.0% |
| YTD | -15.4% | +19.2% | -34.6% | -22.5% |
| 1Y | -14.2% | +1.7% | -15.9% | -16.4% |
| 3Y | +51.0% | +41.4% | +9.6% | +26.1% |
| 5Y | +126.5% | +31.7% | +94.8% | +92.4% |
| 10Y | +535.6% | +290.3% | +245.3% | +247.6% |
| All | +12,759.1% | +1,404.4% | +11,354.8% | +3,803.5% |
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