+25.3%
VZ vs TDY
+33.5%
-8.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -1.0% | -1.8% | +0.9% | -0.7% |
| 30D | +5.8% | -13.8% | +19.5% | +7.8% |
| 3M | +10.5% | -3.9% | +14.4% | +10.8% |
| 6M | +1.8% | -9.0% | +10.8% | +2.8% |
| YTD | +28.3% | +16.5% | +11.7% | +24.0% |
| 1Y | +22.0% | +9.3% | +12.7% | +19.1% |
| 3Y | +81.8% | +45.1% | +36.7% | +66.6% |
| 5Y | +25.3% | +35.0% | -9.6% | +13.6% |
| All | +25.3% | +33.5% | -8.2% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling