+6,371.6%
TYL vs VRSN
+6,651.0%
-279.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | +18.7% | -0.2% | +18.9% | +18.8% |
| 3M | +18.1% | -0.3% | +18.4% | +18.2% |
| 6M | -1.1% | +23.0% | -24.1% | -5.3% |
| YTD | -19.8% | +21.3% | -41.2% | -23.0% |
| 1Y | -34.3% | +6.7% | -41.0% | -35.4% |
| 3Y | -8.2% | +45.0% | -53.2% | -15.4% |
| 5Y | -25.4% | +35.0% | -60.5% | -30.0% |
| 10Y | +115.6% | +276.3% | -160.8% | +68.9% |
| All | +6,371.6% | +6,651.0% | -279.4% | +2,244.3% |
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