+76.5%
TXN vs VZ
+83.7%
-7.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.8% |
| 7D | +4.0% | +0.9% | +3.0% | +3.9% |
| 30D | -2.9% | +7.7% | -10.6% | -3.1% |
| 3M | -9.1% | +9.7% | -18.8% | -9.1% |
| 6M | +36.6% | +3.1% | +33.5% | +37.0% |
| YTD | +57.5% | +30.5% | +27.0% | +54.9% |
| 1Y | +49.5% | +22.5% | +27.0% | +47.9% |
| 3Y | +76.5% | +82.4% | -5.8% | +63.0% |
| All | +76.5% | +83.7% | -7.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling