+402.3%
VZ vs TNA
+1,004.3%
-602.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.9% | -4.9% | +12.8% | +8.4% |
| 3M | +13.6% | +0.4% | +13.3% | +13.1% |
| 6M | +1.1% | +32.5% | -31.4% | -2.9% |
| YTD | +29.3% | +53.7% | -24.4% | +21.7% |
| 1Y | +21.2% | +65.1% | -43.9% | +12.6% |
| 3Y | +75.9% | +98.4% | -22.5% | +51.6% |
| 5Y | +24.1% | -22.5% | +46.6% | +12.9% |
| 10Y | +62.4% | +82.5% | -20.1% | +12.2% |
| All | +402.3% | +1,004.3% | -602.0% | +86.1% |
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