+405.7%
VZ vs TCOM
+2,899.8%
-2,494.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | +2.2% | +7.4% | -5.2% | +1.7% |
| 30D | +10.6% | +13.2% | -2.6% | +9.5% |
| 3M | -0.6% | -4.6% | +3.9% | -0.3% |
| 6M | +0.7% | -16.4% | +17.1% | +1.9% |
| YTD | +20.6% | -38.8% | +59.4% | +24.7% |
| 1Y | +22.7% | -37.3% | +60.0% | +26.6% |
| 3Y | +57.2% | +31.4% | +25.8% | +50.1% |
| 5Y | +21.4% | +45.5% | -24.1% | +11.6% |
| 10Y | +65.5% | +4.6% | +60.9% | +50.9% |
| All | +405.7% | +2,899.8% | -2,494.1% | +209.6% |
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