-53.2%
TE vs VRSN
+41.6%
-94.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | -4.0% | +0.1% | -4.0% | -3.9% |
| 30D | -15.9% | -0.2% | -15.7% | -15.8% |
| 3M | -60.5% | -0.3% | -60.3% | -60.9% |
| 6M | -35.2% | +23.0% | -58.2% | -41.0% |
| YTD | -31.1% | +21.3% | -52.5% | -37.5% |
| 1Y | +148.6% | +6.7% | +141.9% | +137.6% |
| 3Y | -26.4% | +45.0% | -71.4% | -40.4% |
| 5Y | -48.0% | +35.0% | -83.1% | -58.1% |
| All | -53.2% | +41.6% | -94.8% | -62.3% |
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