+38.2%
VZ vs TEM
+98.6%
-60.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +0.9% | +5.1% | -4.1% | +1.1% |
| 30D | +8.9% | +16.8% | -7.9% | +9.4% |
| 3M | +0.1% | +42.6% | -42.5% | +1.0% |
| 6M | +1.9% | +63.9% | -62.0% | +3.2% |
| YTD | +22.0% | +34.5% | -12.5% | +23.3% |
| 1Y | +22.1% | +11.0% | +11.1% | +23.3% |
| All | +38.2% | +98.6% | -60.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling