-20.8%
TLT vs VZ
+65.4%
-86.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -1.6% | -1.2% | -0.3% | -1.6% |
| 30D | -1.3% | +5.7% | -7.1% | -1.2% |
| 3M | -3.7% | +8.2% | -12.0% | -3.6% |
| 6M | -6.4% | +1.7% | -8.1% | -6.3% |
| YTD | -4.5% | +28.9% | -33.3% | -4.0% |
| 1Y | -5.9% | +22.7% | -28.6% | -5.5% |
| 3Y | -2.8% | +82.7% | -85.5% | -0.7% |
| 5Y | -35.1% | +26.4% | -61.5% | -35.8% |
| All | -20.8% | +65.4% | -86.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling