+125.1%
TLT vs VZ
+483.0%
-357.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.5% |
| 7D | -3.1% | +1.5% | -4.6% | -3.0% |
| 30D | +1.0% | +4.4% | -3.3% | +1.4% |
| 3M | -2.7% | -2.4% | -0.4% | -2.9% |
| 6M | -4.1% | +1.4% | -5.6% | -3.9% |
| YTD | -5.4% | +21.4% | -26.7% | -3.4% |
| 1Y | -7.0% | +20.3% | -27.3% | -5.1% |
| 3Y | +2.8% | +57.4% | -54.5% | +8.4% |
| 5Y | -35.4% | +21.9% | -57.3% | -33.8% |
| 10Y | -13.1% | +70.7% | -83.9% | -6.0% |
| All | +125.1% | +483.0% | -357.9% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling