+131.2%
TLT vs VRSN
+5,372.0%
-5,240.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 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% | -2.7% |
| 6M | -5.6% | +23.0% | -28.6% | -4.0% |
| YTD | -2.8% | +21.3% | -24.1% | -1.2% |
| 1Y | -1.4% | +6.7% | -8.2% | -0.7% |
| 3Y | -1.6% | +45.0% | -46.5% | +1.8% |
| 5Y | -33.8% | +35.0% | -68.9% | -31.7% |
| 10Y | -21.1% | +276.3% | -297.5% | -9.0% |
| All | +131.2% | +5,372.0% | -5,240.8% | +257.1% |
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