+1,282.5%
TSEM vs VRSN
+299.1%
+983.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.2% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -18.7% | +3.8% | -22.5% | -20.0% |
| 3M | -18.1% | +5.0% | -23.1% | -20.7% |
| 6M | +77.1% | +24.9% | +52.2% | +59.0% |
| YTD | +80.1% | +21.6% | +58.5% | +62.2% |
| 1Y | +220.4% | +2.4% | +218.0% | +210.0% |
| 3Y | +650.1% | +47.3% | +602.7% | +500.0% |
| 5Y | +628.9% | +34.7% | +594.1% | +492.6% |
| All | +1,282.5% | +299.1% | +983.4% | +615.8% |
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