+70.6%
VZ vs TAP
-48.8%
+119.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.4% | -4.5% | +6.9% | +3.5% |
| 30D | +11.2% | +7.5% | +3.7% | +9.2% |
| 3M | 0.0% | -4.9% | +4.9% | +1.0% |
| 6M | +1.3% | -3.5% | +4.8% | +1.9% |
| YTD | +21.3% | -11.4% | +32.7% | +24.0% |
| 1Y | +23.9% | -10.8% | +34.7% | +26.5% |
| 3Y | +57.7% | -24.5% | +82.2% | +65.7% |
| 5Y | +21.2% | +2.5% | +18.8% | +17.0% |
| 10Y | +70.6% | -47.6% | +118.1% | +78.5% |
| All | +70.6% | -48.8% | +119.4% | +78.5% |
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