+1,757.2%
TSM vs VZ
+65.4%
+1,691.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.7% |
| 7D | +2.6% | -1.2% | +3.9% | +2.7% |
| 30D | +1.4% | +5.7% | -4.3% | +1.1% |
| 3M | +5.0% | +8.2% | -3.3% | +4.6% |
| 6M | +24.0% | +1.7% | +22.2% | +24.1% |
| YTD | +41.6% | +28.9% | +12.7% | +38.2% |
| 1Y | +66.2% | +22.7% | +43.4% | +63.0% |
| 3Y | +398.2% | +82.7% | +315.5% | +341.1% |
| 5Y | +277.6% | +26.4% | +251.2% | +266.2% |
| All | +1,757.2% | +65.4% | +1,691.8% | +1,590.0% |
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