+60.5%
VZ vs TAP
-49.2%
+109.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.1% | -2.3% | +2.4% | +0.6% |
| 30D | +7.9% | -2.1% | +10.0% | +8.4% |
| 3M | +13.6% | +6.6% | +7.0% | +11.9% |
| 6M | +1.1% | -11.5% | +12.6% | +3.7% |
| YTD | +29.3% | -10.3% | +39.6% | +32.0% |
| 1Y | +21.2% | -14.4% | +35.6% | +24.9% |
| 3Y | +75.9% | -28.3% | +104.2% | +87.1% |
| 5Y | +24.1% | +1.7% | +22.4% | +20.0% |
| All | +60.5% | -49.2% | +109.7% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling