+371.2%
VZ vs TNA
+812.2%
-441.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +2.4% | -0.5% | +2.8% | +2.2% |
| 30D | +11.2% | -0.7% | +11.9% | +11.0% |
| 3M | 0.0% | -21.5% | +21.5% | +2.1% |
| 6M | +1.3% | -11.2% | +12.5% | +1.6% |
| YTD | +21.3% | +27.0% | -5.7% | +16.1% |
| 1Y | +23.9% | +28.0% | -4.1% | +18.2% |
| 3Y | +57.7% | +142.9% | -85.2% | +32.1% |
| 5Y | +21.2% | -42.6% | +63.8% | +14.0% |
| 10Y | +70.6% | +53.3% | +17.3% | +19.9% |
| All | +371.2% | +812.2% | -441.0% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling