+13,634.3%
TSM vs VZ
+421.5%
+13,212.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +3.6% | +7.9% | -4.3% | +0.7% |
| 3M | -3.4% | +13.6% | -17.0% | -8.7% |
| 6M | +20.6% | +1.1% | +19.5% | +18.5% |
| YTD | +41.9% | +29.3% | +12.6% | +26.0% |
| 1Y | +84.4% | +21.2% | +63.1% | +67.0% |
| 3Y | +380.2% | +75.9% | +304.3% | +259.4% |
| 5Y | +275.3% | +24.1% | +251.2% | +219.9% |
| 10Y | +1,751.4% | +62.4% | +1,689.0% | +1,254.7% |
| All | +13,634.3% | +421.5% | +13,212.8% | +3,979.8% |
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