+287.2%
VZ vs TMF
-69.1%
+356.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +5.6% | +2.7% | +2.9% | +5.8% |
| 30D | +1.9% | +19.3% | -17.5% | +2.6% |
| 3M | +0.8% | -3.7% | +4.5% | +0.6% |
| 6M | +0.6% | -11.3% | +11.9% | +0.2% |
| YTD | +20.8% | -16.6% | +37.4% | +20.0% |
| 1Y | +23.9% | -21.1% | +45.1% | +22.8% |
| 3Y | +55.7% | -26.8% | +82.5% | +55.0% |
| 5Y | +21.5% | -88.0% | +109.6% | +8.2% |
| 10Y | +68.5% | -84.7% | +153.2% | +57.2% |
| All | +287.2% | -69.1% | +356.3% | +317.7% |
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