-0.7%
TLT vs VRSN
+44.7%
-45.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | -2.7% | -0.3% | -2.4% | -2.8% |
| 6M | -5.6% | +23.0% | -28.6% | -6.5% |
| YTD | -2.8% | +21.3% | -24.1% | -3.7% |
| 1Y | -1.4% | +6.7% | -8.2% | -1.8% |
| All | -0.7% | +44.7% | -45.4% | -4.5% |
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 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