+908.7%
VZ vs TFC
+2,478.0%
-1,569.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +2.1% | +1.2% | +0.9% | +1.9% |
| 30D | +1.4% | +8.3% | -7.0% | -0.4% |
| 3M | -1.3% | -5.2% | +3.9% | -0.2% |
| 6M | -0.5% | -0.8% | +0.3% | -0.6% |
| YTD | +19.6% | +3.4% | +16.2% | +18.2% |
| 1Y | +22.4% | +17.0% | +5.4% | +17.6% |
| 3Y | +55.9% | +86.2% | -30.3% | +32.7% |
| 5Y | +20.4% | -2.3% | +22.7% | +15.4% |
| 10Y | +66.9% | +93.9% | -27.0% | +28.8% |
| All | +908.7% | +2,478.0% | -1,569.2% | +422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling