+65.5%
VZ vs TFC
+90.1%
-24.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +10.6% | +9.2% | +1.4% | +8.8% |
| 3M | -0.6% | -2.9% | +2.3% | -0.2% |
| 6M | +0.7% | +3.5% | -2.8% | 0.0% |
| YTD | +20.6% | +5.4% | +15.2% | +19.0% |
| 1Y | +22.7% | +17.3% | +5.4% | +18.7% |
| 3Y | +57.2% | +96.7% | -39.4% | +35.7% |
| 5Y | +21.4% | -1.1% | +22.5% | +17.3% |
| 10Y | +65.5% | +84.7% | -19.2% | +54.4% |
| All | +65.5% | +90.1% | -24.6% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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