+61.1%
VZ vs TCOM
-9.7%
+70.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +0.2% | -7.6% | +7.8% | +0.4% |
| 30D | +7.1% | -12.2% | +19.3% | +7.4% |
| 3M | +12.8% | -14.2% | +27.0% | +13.2% |
| 6M | +1.8% | -25.0% | +26.8% | +2.4% |
| YTD | +30.0% | -43.7% | +73.7% | +31.5% |
| 1Y | +24.3% | -44.5% | +68.9% | +25.8% |
| 3Y | +84.3% | +13.4% | +70.9% | +82.0% |
| 5Y | +25.9% | +26.5% | -0.5% | +23.5% |
| 10Y | +61.1% | -10.3% | +71.4% | +52.4% |
| All | +61.1% | -9.7% | +70.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling