+25.3%
VZ vs TMO
+7.0%
+18.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | +5.8% | +1.0% | +4.8% | +5.6% |
| 3M | +10.5% | +22.7% | -12.2% | +7.8% |
| 6M | +1.8% | +19.0% | -17.2% | -0.6% |
| YTD | +28.3% | +4.7% | +23.5% | +27.3% |
| 1Y | +22.0% | +26.0% | -4.1% | +17.3% |
| 3Y | +81.8% | +18.0% | +63.9% | +75.1% |
| 5Y | +25.3% | +8.0% | +17.3% | +20.3% |
| All | +25.3% | +7.0% | +18.3% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling