-80.5%
TE vs VRSN
+51.8%
-132.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -19.1% | +1.4% | -20.5% | -19.4% |
| 30D | -34.1% | +3.9% | -38.0% | -34.9% |
| 3M | -60.1% | +9.3% | -69.5% | -61.2% |
| 6M | -66.0% | +6.7% | -72.6% | -67.0% |
| YTD | -71.4% | +30.0% | -101.5% | -74.6% |
| 1Y | -45.3% | +26.0% | -71.3% | -50.8% |
| 3Y | +9.1% | +53.1% | -44.0% | -13.0% |
| 5Y | -82.6% | +35.0% | -117.6% | -86.3% |
| All | -80.5% | +51.8% | -132.3% | -84.7% |
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 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