+304.4%
VRSN vs TCOM
+5.9%
+298.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +1.4% | -1.8% | +3.2% | +1.6% |
| 30D | +3.9% | +12.1% | -8.2% | +2.4% |
| 3M | +9.3% | -3.2% | +12.5% | +9.6% |
| 6M | +6.7% | -16.6% | +23.3% | +8.6% |
| YTD | +30.0% | -39.4% | +69.4% | +37.0% |
| 1Y | +26.0% | -41.5% | +67.5% | +33.2% |
| 3Y | +53.1% | +24.4% | +28.8% | +43.9% |
| 5Y | +35.0% | +41.6% | -6.6% | +19.6% |
| All | +304.4% | +5.9% | +298.5% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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