+680.9%
TLN vs VRSN
+39.5%
+641.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.1% | +7.1% |
| 7D | +9.1% | -0.8% | +9.9% | +9.0% |
| 30D | -4.1% | +0.7% | -4.8% | -4.0% |
| 3M | +4.4% | +4.1% | +0.3% | +5.1% |
| 6M | -6.0% | +6.7% | -12.7% | -4.6% |
| YTD | -3.1% | +27.1% | -30.2% | -2.0% |
| 1Y | -6.1% | +28.0% | -34.0% | -5.1% |
| 3Y | +575.3% | +52.6% | +522.7% | +597.6% |
| All | +680.9% | +39.5% | +641.4% | +729.6% |
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