+181.2%
TSCO vs VRSN
+299.1%
-117.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -2.0% |
| 7D | -5.7% | +0.2% | -5.9% | -5.8% |
| 30D | -8.8% | +3.8% | -12.5% | -10.1% |
| 3M | +6.3% | +5.0% | +1.3% | +3.9% |
| 6M | -32.3% | +24.9% | -57.1% | -38.5% |
| YTD | -32.7% | +21.6% | -54.3% | -38.5% |
| 1Y | -43.7% | +2.4% | -46.1% | -45.0% |
| 3Y | -19.7% | +47.3% | -67.0% | -33.5% |
| 5Y | -11.6% | +34.7% | -46.4% | -25.5% |
| All | +181.2% | +299.1% | -117.8% | +88.5% |
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 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