+927.7%
VZ vs TMO
+9,412.3%
-8,484.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +0.9% | +3.3% | -2.4% | +0.2% |
| 30D | +6.9% | +5.5% | +1.4% | +5.7% |
| 3M | +0.6% | +16.1% | -15.5% | -2.6% |
| 6M | +0.3% | +52.6% | -52.2% | -8.5% |
| YTD | +21.9% | +21.0% | +0.9% | +15.9% |
| 1Y | +21.7% | +19.4% | +2.3% | +16.0% |
| 3Y | +58.5% | +57.5% | +1.0% | +40.5% |
| 5Y | +22.4% | +11.7% | +10.8% | +15.3% |
| 10Y | +71.4% | +375.7% | -304.3% | +15.0% |
| All | +927.7% | +9,412.3% | -8,484.6% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling