+581.7%
TLN vs VRSN
+33.2%
+548.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.7% |
| 7D | +7.1% | +0.1% | +7.0% | +7.1% |
| 30D | -3.9% | -0.2% | -3.7% | -3.8% |
| 3M | -16.2% | -0.3% | -15.9% | -15.4% |
| 6M | -5.8% | +23.0% | -28.8% | -5.3% |
| YTD | -15.4% | +21.3% | -36.8% | -14.9% |
| 1Y | -16.7% | +6.7% | -23.4% | -15.5% |
| 3Y | +473.8% | +45.0% | +428.8% | +490.6% |
| All | +581.7% | +33.2% | +548.5% | +620.3% |
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