+17,104.1%
TSM vs VRSN
+6,651.0%
+10,453.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.7% | +0.1% | +2.7% | +2.7% |
| 30D | +3.6% | -0.2% | +3.8% | +3.5% |
| 3M | -3.4% | -0.3% | -3.1% | -4.2% |
| 6M | +20.6% | +23.0% | -2.4% | +11.6% |
| YTD | +41.9% | +21.3% | +20.5% | +31.2% |
| 1Y | +84.4% | +6.7% | +77.6% | +76.8% |
| 3Y | +380.2% | +45.0% | +335.3% | +314.1% |
| 5Y | +275.3% | +35.0% | +240.3% | +228.5% |
| 10Y | +1,751.4% | +276.3% | +1,475.1% | +1,089.5% |
| All | +17,104.1% | +6,651.0% | +10,453.0% | +3,954.5% |
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 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