+57.4%
VZ vs TFC
+97.5%
-40.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.5% | +2.3% | -0.8% | +1.2% |
| 30D | +4.4% | +10.8% | -6.4% | +3.3% |
| 3M | -2.4% | -3.8% | +1.4% | -2.1% |
| 6M | +1.4% | +9.6% | -8.2% | +0.7% |
| YTD | +21.4% | +5.8% | +15.6% | +20.6% |
| 1Y | +20.3% | +16.2% | +4.1% | +18.5% |
| 3Y | +57.4% | +96.0% | -38.6% | +48.8% |
| All | +57.4% | +97.5% | -40.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling