+65.5%
VZ vs TCOM
+3.5%
+62.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.8% |
| 7D | +2.2% | +7.4% | -5.2% | +2.1% |
| 30D | +10.6% | +13.2% | -2.6% | +10.3% |
| 3M | -0.6% | -4.6% | +3.9% | -0.5% |
| 6M | +0.7% | -16.4% | +17.1% | +1.1% |
| YTD | +20.6% | -38.8% | +59.4% | +21.7% |
| 1Y | +22.7% | -37.3% | +60.0% | +23.8% |
| 3Y | +57.2% | +31.4% | +25.8% | +54.8% |
| 5Y | +21.4% | +45.5% | -24.1% | +18.8% |
| 10Y | +65.5% | +4.6% | +60.9% | +57.2% |
| All | +65.5% | +3.5% | +62.0% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling