+73.5%
TFC vs VRSN
+291.7%
-218.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +8.6% | +3.6% | +5.1% | +7.2% |
| 3M | -4.3% | +10.8% | -15.1% | -8.2% |
| 6M | +5.4% | +9.9% | -4.5% | +0.7% |
| YTD | +4.5% | +29.8% | -25.3% | -7.4% |
| 1Y | +14.0% | +26.3% | -12.3% | +2.1% |
| 3Y | +93.4% | +53.5% | +39.9% | +55.8% |
| 5Y | +0.5% | +34.8% | -34.3% | -16.1% |
| All | +73.5% | +291.7% | -218.1% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling