+129.5%
TLT vs VRSN
+5,784.4%
-5,654.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -1.1% |
| 30D | +4.1% | +3.8% | +0.4% | +4.4% |
| 3M | -0.4% | +9.5% | -9.9% | +0.4% |
| 6M | -3.2% | +10.3% | -13.4% | -2.3% |
| YTD | -3.5% | +30.5% | -34.0% | -1.4% |
| 1Y | -5.8% | +27.9% | -33.7% | -3.8% |
| 3Y | +4.6% | +54.3% | -49.7% | +8.7% |
| 5Y | -34.4% | +37.2% | -71.6% | -32.3% |
| 10Y | -11.4% | +293.1% | -304.5% | +2.5% |
| All | +129.5% | +5,784.4% | -5,654.9% | +256.4% |
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