+676.7%
TLN vs VRSN
+41.9%
+634.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.0% |
| 30D | -4.6% | +2.4% | -7.0% | -4.4% |
| 3M | +5.2% | +6.4% | -1.1% | +6.1% |
| 6M | -6.5% | +8.6% | -15.1% | -4.9% |
| YTD | -3.6% | +29.3% | -32.9% | -2.4% |
| 1Y | -8.2% | +27.2% | -35.4% | -7.0% |
| 3Y | +559.7% | +52.8% | +506.9% | +583.8% |
| All | +676.7% | +41.9% | +634.8% | +726.5% |
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 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