+1,641.8%
TSM vs VZ
+71.6%
+1,570.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.6% | +4.2% |
| 7D | +4.4% | +0.9% | +3.5% | +4.4% |
| 30D | -7.0% | +8.9% | -15.9% | -7.2% |
| 3M | -1.8% | +0.1% | -1.9% | -1.8% |
| 6M | +2.7% | +1.9% | +0.8% | +2.6% |
| YTD | +37.1% | +22.0% | +15.1% | +34.3% |
| 1Y | +43.5% | +22.1% | +21.3% | +40.4% |
| 3Y | +341.5% | +58.7% | +282.8% | +301.9% |
| 5Y | +278.9% | +22.3% | +256.5% | +266.6% |
| 10Y | +1,641.8% | +71.6% | +1,570.2% | +1,399.1% |
| All | +1,641.8% | +71.6% | +1,570.2% | +1,399.1% |
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 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