+287.6%
VZ vs TMF
-69.3%
+356.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.2% |
| 7D | +6.9% | +4.0% | +3.0% | +7.1% |
| 30D | +2.3% | +19.5% | -17.2% | +3.0% |
| 3M | 0.0% | -3.5% | +3.6% | -0.1% |
| 6M | +0.2% | -10.6% | +10.8% | -0.2% |
| YTD | +20.9% | -17.1% | +38.0% | +20.1% |
| 1Y | +25.2% | -24.3% | +49.5% | +23.9% |
| 3Y | +55.9% | -27.2% | +83.1% | +55.1% |
| 5Y | +22.6% | -87.6% | +110.2% | +9.5% |
| 10Y | +68.6% | -84.8% | +153.4% | +57.3% |
| All | +287.6% | -69.3% | +356.9% | +318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling