+66.6%
VZ vs TNA
+81.5%
-14.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +0.2% | +4.1% | -3.9% | -0.1% |
| 30D | +7.1% | -7.6% | +14.8% | +7.7% |
| 3M | +12.8% | +8.1% | +4.7% | +11.9% |
| 6M | +1.8% | +49.0% | -47.2% | -1.8% |
| YTD | +30.0% | +51.7% | -21.7% | +24.7% |
| 1Y | +24.3% | +59.6% | -35.3% | +18.3% |
| 3Y | +84.3% | +118.9% | -34.6% | +63.7% |
| 5Y | +25.9% | -19.2% | +45.1% | +17.3% |
| All | +66.6% | +81.5% | -14.9% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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