+31.7%
VRSN vs TXT
+13.4%
+18.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | -1.0% | +0.8% | -1.9% | -1.3% |
| 30D | -1.9% | -10.4% | +8.5% | +1.3% |
| 3M | +1.4% | -14.3% | +15.7% | +5.7% |
| 6M | +19.0% | -15.1% | +34.1% | +24.1% |
| YTD | +19.2% | -8.3% | +27.5% | +20.3% |
| 1Y | +1.7% | -0.7% | +2.4% | -0.5% |
| 3Y | +41.4% | +6.0% | +35.5% | +30.2% |
| 5Y | +31.7% | +12.5% | +19.1% | +15.0% |
| All | +31.7% | +13.4% | +18.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling