+644.5%
VZ vs TD
+8,106.9%
-7,462.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +2.2% | -0.6% | +2.9% | +2.4% |
| 30D | +10.6% | +7.9% | +2.6% | +8.1% |
| 3M | -0.6% | +3.1% | -3.7% | -1.7% |
| 6M | +0.7% | +17.2% | -16.4% | -4.1% |
| YTD | +20.6% | +34.7% | -14.1% | +10.0% |
| 1Y | +22.7% | +56.9% | -34.2% | +7.0% |
| 3Y | +57.2% | +134.7% | -77.5% | +20.9% |
| 5Y | +21.4% | +104.8% | -83.4% | -3.8% |
| 10Y | +65.5% | +305.8% | -240.3% | +4.1% |
| All | +644.5% | +8,106.9% | -7,462.3% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling