+918.2%
VZ vs TAP
+864.5%
+53.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +5.6% | +7.7% | -2.1% | +4.3% |
| 30D | +1.9% | +14.4% | -12.6% | -0.4% |
| 3M | +0.8% | +2.0% | -1.2% | +0.3% |
| 6M | +0.6% | +2.5% | -1.9% | +0.1% |
| YTD | +20.8% | -6.4% | +27.2% | +21.7% |
| 1Y | +23.9% | -2.3% | +26.2% | +23.9% |
| 3Y | +55.7% | -20.3% | +76.0% | +60.0% |
| 5Y | +21.5% | +6.9% | +14.6% | +18.2% |
| 10Y | +68.5% | -46.3% | +114.8% | +76.3% |
| All | +918.2% | +864.5% | +53.7% | +570.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling