+1,810.1%
TMO vs VRSN
+6,532.2%
-4,722.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.2% |
| 7D | -0.5% | -1.0% | +0.6% | -0.3% |
| 30D | +1.0% | -1.9% | +2.9% | +1.3% |
| 3M | +22.7% | +1.4% | +21.3% | +22.2% |
| 6M | +19.0% | +19.0% | 0.0% | +15.0% |
| YTD | +4.7% | +19.2% | -14.5% | +1.1% |
| 1Y | +26.0% | +1.7% | +24.3% | +24.7% |
| 3Y | +18.0% | +41.4% | -23.4% | +9.9% |
| 5Y | +8.0% | +31.7% | -23.7% | +1.4% |
| 10Y | +333.8% | +290.3% | +43.5% | +246.7% |
| All | +1,810.1% | +6,532.2% | -4,722.2% | +737.0% |
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