+70.4%
VZ vs TLN
+716.6%
-646.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.2% | +1.0% |
| 7D | +0.9% | +15.9% | -15.0% | +2.0% |
| 30D | +8.9% | -0.3% | +9.2% | +9.1% |
| 3M | +0.1% | +5.8% | -5.7% | +0.9% |
| 6M | +1.9% | -1.2% | +3.1% | +2.5% |
| YTD | +22.0% | +1.0% | +21.0% | +23.5% |
| 1Y | +22.1% | +1.1% | +21.0% | +23.7% |
| 3Y | +58.7% | +591.7% | -533.0% | +42.2% |
| All | +70.4% | +716.6% | -646.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling