+45.4%
VRSN vs TXG
+39.1%
+6.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.7% |
| 7D | -1.5% | +5.0% | -6.5% | -1.7% |
| 30D | +0.7% | +13.5% | -12.8% | +0.2% |
| 3M | +0.6% | +128.0% | -127.5% | -3.0% |
| 6M | +21.7% | +224.4% | -202.7% | +15.1% |
| YTD | +20.0% | +307.0% | -287.0% | +11.9% |
| 1Y | +3.2% | +427.2% | -424.1% | -5.5% |
| All | +45.4% | +39.1% | +6.3% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling