+442.1%
VZ vs TCOM
+2,694.8%
-2,252.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.1% | -9.5% | +9.6% | +0.8% |
| 30D | +7.9% | -10.7% | +18.6% | +8.8% |
| 3M | +13.6% | -14.6% | +28.3% | +14.9% |
| 6M | +1.1% | -19.3% | +20.4% | +2.6% |
| YTD | +29.3% | -42.9% | +72.2% | +34.4% |
| 1Y | +21.2% | -43.8% | +65.0% | +26.2% |
| 3Y | +75.9% | +2.1% | +73.8% | +71.5% |
| 5Y | +24.1% | +31.2% | -7.1% | +15.0% |
| 10Y | +62.4% | -13.9% | +76.3% | +50.9% |
| All | +442.1% | +2,694.8% | -2,252.6% | +233.9% |
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