+64.9%
VZ vs TMO
+338.2%
-273.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +0.9% | -0.6% | +1.6% | +1.0% |
| 30D | +7.7% | +1.1% | +6.6% | +7.5% |
| 3M | +9.7% | +28.3% | -18.7% | +5.1% |
| 6M | +3.1% | +23.3% | -20.2% | -1.0% |
| YTD | +30.5% | +5.5% | +25.1% | +28.6% |
| 1Y | +22.5% | +24.5% | -2.1% | +16.7% |
| 3Y | +82.4% | +19.6% | +62.8% | +73.1% |
| 5Y | +28.0% | +8.1% | +19.9% | +22.3% |
| All | +64.9% | +338.2% | -273.3% | +12.2% |
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