+96.7%
TFC vs VRSN
+38.4%
+58.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.4% |
| 7D | +2.2% | -2.1% | +4.4% | +2.7% |
| 30D | -2.5% | -3.9% | +1.4% | -1.7% |
| 3M | +4.5% | -0.1% | +4.7% | +4.4% |
| 6M | +11.0% | +16.4% | -5.4% | +6.1% |
| YTD | +5.9% | +17.2% | -11.3% | +0.6% |
| 1Y | +14.6% | +1.0% | +13.6% | +13.8% |
| 3Y | +96.7% | +39.1% | +57.6% | +68.7% |
| All | +96.7% | +38.4% | +58.4% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling