+72.6%
VZ vs TCOM
+5.9%
+66.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +1.5% | -1.8% | +3.2% | +1.5% |
| 30D | +4.4% | +12.1% | -7.7% | +4.1% |
| 3M | -2.4% | -3.2% | +0.8% | -2.3% |
| 6M | +1.4% | -16.6% | +18.1% | +1.7% |
| YTD | +21.4% | -39.4% | +60.8% | +22.5% |
| 1Y | +20.3% | -41.5% | +61.8% | +21.5% |
| 3Y | +57.4% | +24.4% | +33.0% | +55.2% |
| 5Y | +21.9% | +41.6% | -19.6% | +19.5% |
| All | +72.6% | +5.9% | +66.8% | +64.9% |
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