+65.5%
VZ vs TGT
+237.9%
-172.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.1% |
| 7D | +2.2% | +4.7% | -2.5% | +1.5% |
| 30D | +10.6% | +8.0% | +2.6% | +9.3% |
| 3M | -0.6% | +11.7% | -12.3% | -2.3% |
| 6M | +0.7% | +34.7% | -34.0% | -3.6% |
| YTD | +20.6% | +74.4% | -53.8% | +11.1% |
| 1Y | +22.7% | +89.2% | -66.5% | +11.8% |
| 3Y | +57.2% | +73.4% | -16.2% | +40.7% |
| 5Y | +21.4% | -24.0% | +45.4% | +22.2% |
| 10Y | +65.5% | +225.5% | -160.0% | +25.4% |
| All | +65.5% | +237.9% | -172.4% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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