+168.9%
TYL vs VRSN
+287.3%
-118.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | +6.7% | +0.5% | +6.2% | +6.4% |
| 30D | +26.5% | +4.9% | +21.6% | +23.1% |
| 3M | +37.3% | +5.8% | +31.5% | +32.8% |
| 6M | +31.2% | +12.6% | +18.6% | +22.0% |
| YTD | -7.4% | +28.2% | -35.6% | -20.4% |
| 1Y | -9.6% | +30.4% | -40.0% | -23.0% |
| 3Y | +1.9% | +54.6% | -52.7% | -23.7% |
| 5Y | -21.1% | +35.1% | -56.2% | -36.7% |
| All | +168.9% | +287.3% | -118.4% | +30.2% |
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