+237.0%
VZ vs TEL
+723.0%
-486.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | +7.9% | -3.9% | +11.8% | +8.8% |
| 3M | +13.6% | -5.1% | +18.8% | +14.5% |
| 6M | +1.1% | +0.6% | +0.5% | -0.1% |
| YTD | +29.3% | -7.3% | +36.6% | +29.6% |
| 1Y | +21.2% | +1.1% | +20.1% | +18.5% |
| 3Y | +75.9% | +63.7% | +12.2% | +49.5% |
| 5Y | +24.1% | +50.7% | -26.6% | +5.8% |
| 10Y | +62.4% | +290.2% | -227.8% | +0.8% |
| All | +237.0% | +723.0% | -486.0% | +52.6% |
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