+58.2%
VZ vs TFC
+96.6%
-38.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | +8.9% | +7.8% | +1.2% | +8.1% |
| 3M | +0.1% | -3.0% | +3.1% | +0.3% |
| 6M | +1.9% | +5.8% | -3.9% | +1.5% |
| YTD | +22.0% | +5.3% | +16.7% | +21.3% |
| 1Y | +22.1% | +15.7% | +6.4% | +20.4% |
| All | +58.2% | +96.6% | -38.4% | +49.6% |
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