+211.9%
VZ vs TEL
+716.6%
-504.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.1% | -2.8% | +5.0% | +2.7% |
| 30D | +1.4% | -4.1% | +5.5% | +2.1% |
| 3M | -1.3% | -3.4% | +2.1% | -1.0% |
| 6M | -0.5% | -3.5% | +3.0% | -0.7% |
| YTD | +19.6% | -8.0% | +27.7% | +19.7% |
| 1Y | +22.4% | -13.7% | +36.1% | +24.0% |
| 3Y | +55.9% | +71.9% | -16.0% | +30.3% |
| 5Y | +20.4% | +40.9% | -20.5% | +4.2% |
| 10Y | +66.9% | +293.3% | -226.5% | +2.9% |
| All | +211.9% | +716.6% | -504.7% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling