+5,393.5%
VRSN vs TXT
+262.0%
+5,131.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.1% | -4.8% | +4.8% | +1.7% |
| 30D | -0.2% | -10.6% | +10.5% | +3.5% |
| 3M | -0.3% | -13.2% | +12.9% | +3.9% |
| 6M | +23.0% | -20.3% | +43.3% | +31.3% |
| YTD | +21.3% | -9.3% | +30.6% | +23.5% |
| 1Y | +6.7% | -2.7% | +9.4% | +5.9% |
| 3Y | +45.0% | +1.4% | +43.6% | +39.1% |
| 5Y | +35.0% | +9.6% | +25.5% | +24.8% |
| 10Y | +276.3% | +94.9% | +181.4% | +158.2% |
| All | +5,393.5% | +262.0% | +5,131.5% | +1,590.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling