+45.4%
VRSN vs TCOM
+7.1%
+38.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | -1.5% | -6.5% | +5.0% | -1.1% |
| 30D | +0.7% | -16.2% | +17.0% | +1.8% |
| 3M | +0.6% | -19.3% | +19.9% | +1.8% |
| 6M | +21.7% | -27.2% | +49.0% | +23.9% |
| YTD | +20.0% | -46.2% | +66.2% | +24.4% |
| 1Y | +3.2% | -46.6% | +49.8% | +7.0% |
| All | +45.4% | +7.1% | +38.3% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling