+275.8%
VRSN vs TAP
-52.1%
+327.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | -3.9% | -9.4% | +5.5% | -1.9% |
| 3M | -0.1% | -0.8% | +0.7% | 0.0% |
| 6M | +16.4% | -14.7% | +31.2% | +20.1% |
| YTD | +17.2% | -13.9% | +31.2% | +20.4% |
| 1Y | +1.0% | -18.6% | +19.6% | +4.8% |
| 3Y | +39.1% | -32.0% | +71.1% | +48.7% |
| 5Y | +29.0% | -1.0% | +30.0% | +26.0% |
| 10Y | +275.8% | -51.4% | +327.2% | +293.0% |
| All | +275.8% | -52.1% | +327.9% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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