+401.7%
VZ vs TCOM
+2,922.3%
-2,520.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +2.1% | +12.1% | -9.9% | +1.2% |
| 30D | +1.4% | +16.5% | -15.1% | +0.2% |
| 3M | -1.3% | -4.0% | +2.8% | -1.0% |
| 6M | -0.5% | -18.5% | +18.0% | +0.8% |
| YTD | +19.6% | -38.3% | +57.9% | +23.6% |
| 1Y | +22.4% | -36.6% | +59.0% | +26.1% |
| 3Y | +55.9% | +31.1% | +24.7% | +48.9% |
| 5Y | +20.4% | +47.6% | -27.2% | +10.6% |
| 10Y | +66.9% | +5.1% | +61.8% | +52.1% |
| All | +401.7% | +2,922.3% | -2,520.6% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling