+990.1%
VZ vs TAP
+825.0%
+165.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.1% | -2.3% | +2.4% | +0.5% |
| 30D | +7.9% | -2.1% | +10.0% | +8.2% |
| 3M | +13.6% | +6.6% | +7.0% | +12.4% |
| 6M | +1.1% | -11.5% | +12.6% | +3.0% |
| YTD | +29.3% | -10.3% | +39.6% | +31.3% |
| 1Y | +21.2% | -14.4% | +35.6% | +23.9% |
| 3Y | +75.9% | -28.3% | +104.2% | +83.9% |
| 5Y | +24.1% | +1.7% | +22.4% | +21.6% |
| 10Y | +62.4% | -49.2% | +111.6% | +71.6% |
| All | +990.1% | +825.0% | +165.1% | +622.8% |
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 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