+288.2%
TSM vs VZ
+26.1%
+262.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.4% |
| 7D | +6.0% | +0.2% | +5.8% | +6.1% |
| 30D | +4.5% | +7.1% | -2.6% | +5.7% |
| 3M | +3.1% | +12.8% | -9.7% | +5.4% |
| 6M | +30.2% | +1.8% | +28.4% | +32.0% |
| YTD | +45.2% | +30.0% | +15.2% | +50.3% |
| 1Y | +79.6% | +24.3% | +55.2% | +85.6% |
| 3Y | +411.0% | +84.3% | +326.7% | +410.3% |
| All | +288.2% | +26.1% | +262.1% | +302.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling