+13,171.6%
TSM vs VZ
+392.2%
+12,779.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.6% | +4.0% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | -7.0% | +8.9% | -15.9% | -10.1% |
| 3M | -1.8% | +0.1% | -1.9% | -2.7% |
| 6M | +2.7% | +1.9% | +0.8% | +0.1% |
| YTD | +37.1% | +22.0% | +15.1% | +23.4% |
| 1Y | +43.5% | +22.1% | +21.3% | +28.9% |
| 3Y | +341.5% | +58.7% | +282.8% | +242.7% |
| 5Y | +278.9% | +22.3% | +256.5% | +221.4% |
| 10Y | +1,641.8% | +71.6% | +1,570.2% | +1,126.2% |
| All | +13,171.6% | +392.2% | +12,779.4% | +3,897.0% |
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 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