+131.2%
TLT vs VZ
+521.0%
-389.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | +7.9% | -8.5% | +0.1% |
| 3M | -2.7% | +13.6% | -16.4% | -1.5% |
| 6M | -5.6% | +1.1% | -6.7% | -5.4% |
| YTD | -2.8% | +29.3% | -32.1% | -0.2% |
| 1Y | -1.4% | +21.2% | -22.7% | +0.6% |
| 3Y | -1.6% | +75.9% | -77.5% | +4.8% |
| 5Y | -33.8% | +24.1% | -57.9% | -32.3% |
| 10Y | -21.1% | +62.4% | -83.5% | -15.5% |
| All | +131.2% | +521.0% | -389.7% | +200.1% |
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