+65.5%
VZ vs TAP
-49.3%
+114.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.2% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | +1.4% | +9.1% | -7.8% | -0.8% |
| 3M | -1.3% | -3.8% | +2.5% | -0.6% |
| 6M | -0.5% | -3.4% | +2.9% | 0.0% |
| YTD | +19.6% | -10.6% | +30.3% | +22.1% |
| 1Y | +22.4% | -4.4% | +26.8% | +22.8% |
| 3Y | +55.9% | -24.4% | +80.2% | +63.7% |
| 5Y | +20.4% | +2.1% | +18.3% | +16.3% |
| All | +65.5% | -49.3% | +114.8% | +77.8% |
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