+275.8%
VRSN vs TMF
-86.8%
+362.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -2.1% | +1.0% | -3.1% | -2.1% |
| 30D | -3.9% | -1.8% | -2.1% | -3.9% |
| 3M | -0.1% | -8.2% | +8.1% | -0.2% |
| 6M | +16.4% | -19.5% | +35.9% | +16.2% |
| YTD | +17.2% | -16.0% | +33.2% | +17.1% |
| 1Y | +1.0% | -22.5% | +23.5% | +0.7% |
| 3Y | +39.1% | -42.3% | +81.4% | +38.4% |
| 5Y | +29.0% | -87.7% | +116.7% | +16.8% |
| 10Y | +275.8% | -86.5% | +362.3% | +280.9% |
| All | +275.8% | -86.8% | +362.6% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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