+1,643.1%
TSM vs VZ
+70.7%
+1,572.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +6.2% | +1.5% | +4.7% | +6.2% |
| 30D | -7.3% | +4.4% | -11.6% | -7.4% |
| 3M | -7.1% | -2.4% | -4.8% | -7.1% |
| 6M | +0.2% | +1.4% | -1.2% | +0.2% |
| YTD | +32.2% | +21.4% | +10.8% | +29.6% |
| 1Y | +42.8% | +20.3% | +22.5% | +40.0% |
| 3Y | +330.4% | +57.4% | +273.0% | +292.4% |
| 5Y | +263.9% | +21.9% | +242.0% | +252.0% |
| All | +1,643.1% | +70.7% | +1,572.4% | +1,425.5% |
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