+70.6%
VZ vs TD
+303.3%
-232.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | +11.2% | +7.6% | +3.6% | +9.2% |
| 3M | 0.0% | +3.0% | -3.0% | -0.9% |
| 6M | +1.3% | +16.8% | -15.6% | -2.9% |
| YTD | +21.3% | +34.3% | -13.1% | +11.9% |
| 1Y | +23.9% | +56.0% | -32.0% | +9.9% |
| 3Y | +57.7% | +132.4% | -74.7% | +24.5% |
| 5Y | +21.2% | +103.7% | -82.4% | -1.6% |
| 10Y | +70.6% | +299.2% | -228.6% | +17.5% |
| All | +70.6% | +303.3% | -232.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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