+20,427.4%
TXN vs VZ
+1,018.0%
+19,409.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -9.5% | +7.1% | -16.6% | -11.9% |
| 3M | -10.5% | +12.8% | -23.4% | -15.3% |
| 6M | +35.4% | +1.8% | +33.6% | +33.2% |
| YTD | +51.8% | +30.0% | +21.8% | +35.4% |
| 1Y | +42.9% | +24.3% | +18.6% | +29.4% |
| 3Y | +71.3% | +84.3% | -13.0% | +29.9% |
| 5Y | +58.0% | +25.9% | +32.1% | +37.2% |
| 10Y | +393.3% | +61.1% | +332.2% | +284.4% |
| All | +20,427.4% | +1,018.0% | +19,409.4% | +7,839.1% |
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