+55.9%
VRSN vs TXG
+27.0%
+28.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.0% |
| 7D | +0.2% | +9.5% | -9.3% | -0.8% |
| 30D | +3.8% | +18.8% | -15.0% | +1.7% |
| 3M | +5.0% | +136.1% | -131.1% | -5.4% |
| 6M | +24.9% | +235.2% | -210.4% | +7.0% |
| YTD | +21.6% | +320.5% | -298.9% | +0.9% |
| 1Y | +2.4% | +425.2% | -422.8% | -18.2% |
| 3Y | +47.3% | +42.9% | +4.5% | +34.4% |
| 5Y | +34.7% | -62.8% | +97.6% | +40.8% |
| All | +55.9% | +27.0% | +28.9% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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