-19.8%
TLT vs VRSN
+285.8%
-305.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.5% |
| 7D | -0.3% | -1.0% | +0.8% | -0.3% |
| 30D | 0.0% | -1.9% | +1.9% | 0.0% |
| 3M | -2.9% | +1.4% | -4.2% | -2.8% |
| 6M | -6.3% | +19.0% | -25.3% | -6.0% |
| YTD | -3.3% | +19.2% | -22.6% | -3.1% |
| 1Y | -4.2% | +1.7% | -5.9% | -4.2% |
| 3Y | -1.7% | +41.4% | -43.1% | -1.0% |
| 5Y | -34.9% | +31.7% | -66.5% | -34.9% |
| 10Y | -19.8% | +290.3% | -310.1% | -13.3% |
| All | -19.8% | +285.8% | -305.6% | -13.3% |
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 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