+50.3%
VRSN vs TXG
+21.5%
+28.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -3.9% |
| 7D | -2.1% | +9.4% | -11.5% | -3.1% |
| 30D | -3.9% | +26.1% | -30.0% | -6.5% |
| 3M | -0.1% | +124.8% | -124.9% | -9.6% |
| 6M | +16.4% | +215.2% | -198.8% | +0.5% |
| YTD | +17.2% | +302.2% | -285.0% | -2.3% |
| 1Y | +1.0% | +370.9% | -369.9% | -18.3% |
| 3Y | +39.1% | +38.5% | +0.6% | +27.2% |
| 5Y | +29.0% | -64.4% | +93.4% | +35.4% |
| All | +50.3% | +21.5% | +28.8% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling