+15,845.9%
TSM vs VRSN
+7,091.1%
+8,754.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.5% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | -12.5% | +2.4% | -15.0% | -13.2% |
| 3M | -5.0% | +6.4% | -11.4% | -7.0% |
| 6M | -3.2% | +8.6% | -11.8% | -6.7% |
| YTD | +31.5% | +29.3% | +2.2% | +19.2% |
| 1Y | +35.7% | +27.2% | +8.5% | +23.5% |
| 3Y | +323.5% | +52.8% | +270.7% | +259.3% |
| 5Y | +263.4% | +36.7% | +226.7% | +216.8% |
| 10Y | +1,598.5% | +290.8% | +1,307.7% | +979.0% |
| All | +15,845.9% | +7,091.1% | +8,754.8% | +3,583.7% |
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