+71.6%
VZ vs TMF
-81.8%
+153.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +0.9% | -3.4% | +4.3% | +0.9% |
| 30D | +8.9% | +11.5% | -2.6% | +9.0% |
| 3M | +0.1% | -4.5% | +4.6% | +0.1% |
| 6M | +1.9% | -15.0% | +16.9% | +1.7% |
| YTD | +22.0% | -19.9% | +41.9% | +21.8% |
| 1Y | +22.1% | -26.6% | +48.7% | +21.8% |
| 3Y | +58.7% | -29.8% | +88.5% | +58.6% |
| 5Y | +22.3% | -88.2% | +110.5% | +11.8% |
| 10Y | +71.6% | -81.4% | +153.0% | +54.8% |
| All | +71.6% | -81.8% | +153.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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