+73.3%
VZ vs TMO
+371.8%
-298.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.3% |
| 7D | +0.9% | +3.3% | -2.4% | +0.4% |
| 30D | +6.9% | +5.5% | +1.4% | +5.9% |
| 3M | +0.6% | +16.1% | -15.5% | -1.9% |
| 6M | +0.3% | +52.6% | -52.2% | -6.8% |
| YTD | +21.9% | +21.0% | +0.9% | +17.4% |
| 1Y | +21.7% | +19.4% | +2.3% | +17.4% |
| 3Y | +58.5% | +57.5% | +1.0% | +42.8% |
| 5Y | +22.4% | +11.7% | +10.8% | +17.1% |
| All | +73.3% | +371.8% | -298.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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