+65.5%
VZ vs TEL
+304.7%
-239.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.1% |
| 7D | +2.2% | +0.6% | +1.7% | +2.1% |
| 30D | +10.6% | +0.2% | +10.4% | +10.4% |
| 3M | -0.6% | +1.5% | -2.1% | -1.1% |
| 6M | +0.7% | +6.9% | -6.2% | -0.7% |
| YTD | +20.6% | -2.8% | +23.4% | +19.9% |
| 1Y | +22.7% | -8.8% | +31.5% | +23.0% |
| 3Y | +57.2% | +84.3% | -27.1% | +37.5% |
| 5Y | +21.4% | +46.8% | -25.4% | +9.5% |
| 10Y | +65.5% | +294.7% | -229.2% | +28.1% |
| All | +65.5% | +304.7% | -239.2% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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