+33.2%
VRSN vs TXG
-65.2%
+98.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | +3.9% | -20.4% | +24.2% | +5.5% |
| 3M | +9.3% | +0.1% | +9.3% | +8.1% |
| 6M | +6.7% | +176.2% | -169.5% | -5.8% |
| YTD | +30.0% | +256.8% | -226.7% | +10.4% |
| 1Y | +26.0% | +255.9% | -229.9% | +6.7% |
| 3Y | +53.1% | +60.2% | -7.1% | +37.8% |
| All | +33.2% | -65.2% | +98.4% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling