+34.8%
VRSN vs TXG
-62.8%
+97.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.0% |
| 7D | +0.2% | +9.5% | -9.3% | -0.6% |
| 30D | +3.8% | +18.8% | -15.0% | +1.9% |
| 3M | +5.0% | +136.1% | -131.1% | -4.3% |
| 6M | +24.9% | +235.2% | -210.4% | +8.9% |
| YTD | +21.6% | +320.5% | -298.9% | +2.9% |
| 1Y | +2.4% | +425.2% | -422.8% | -16.3% |
| 3Y | +47.3% | +42.9% | +4.5% | +37.7% |
| All | +34.8% | -62.8% | +97.6% | +39.2% |
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