+1,815.4%
TSM vs VRSN
+285.8%
+1,529.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.5% |
| 7D | +4.8% | -1.0% | +5.8% | +5.1% |
| 30D | +4.0% | -1.9% | +5.9% | +4.5% |
| 3M | +2.0% | +1.4% | +0.6% | +0.3% |
| 6M | +25.5% | +19.0% | +6.4% | +14.1% |
| YTD | +44.0% | +19.2% | +24.8% | +29.8% |
| 1Y | +75.4% | +1.7% | +73.7% | +69.5% |
| 3Y | +406.7% | +41.4% | +365.3% | +307.7% |
| 5Y | +285.0% | +31.7% | +253.3% | +214.5% |
| 10Y | +1,815.4% | +290.3% | +1,525.1% | +871.5% |
| All | +1,815.4% | +285.8% | +1,529.6% | +871.5% |
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