+52.6%
VRSN vs TXT
+11.8%
+40.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.2% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | +0.7% | +15.2% | -14.5% | -1.2% |
| 3M | +4.1% | -4.5% | +8.6% | +4.7% |
| 6M | +6.7% | -6.1% | +12.8% | +7.3% |
| YTD | +27.1% | -2.0% | +29.0% | +26.0% |
| 1Y | +28.0% | +4.2% | +23.8% | +25.2% |
| 3Y | +52.6% | +14.4% | +38.2% | +44.4% |
| All | +52.6% | +11.8% | +40.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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