+21.4%
VZ vs TAP
+2.3%
+19.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +2.2% | -7.8% | +10.1% | +4.3% |
| 30D | +10.6% | +7.1% | +3.5% | +8.6% |
| 3M | -0.6% | -7.0% | +6.4% | +0.9% |
| 6M | +0.7% | -3.8% | +4.5% | +1.3% |
| YTD | +20.6% | -11.7% | +32.3% | +23.4% |
| 1Y | +22.7% | -10.1% | +32.8% | +24.9% |
| 3Y | +57.2% | -23.7% | +80.9% | +65.1% |
| 5Y | +21.4% | +2.9% | +18.5% | +17.2% |
| All | +21.4% | +2.3% | +19.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling