+73.3%
VZ vs TPR
+365.1%
-291.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.9% | -1.1% | +2.1% | +1.0% |
| 30D | +6.9% | +15.1% | -8.2% | +5.8% |
| 3M | +0.6% | -13.4% | +14.0% | +1.4% |
| 6M | +0.3% | +1.4% | -1.0% | -0.2% |
| YTD | +21.9% | +4.8% | +17.1% | +20.6% |
| 1Y | +21.7% | +29.2% | -7.5% | +18.4% |
| 3Y | +58.5% | +403.7% | -345.2% | +34.3% |
| 5Y | +22.4% | +230.8% | -208.4% | +6.3% |
| All | +73.3% | +365.1% | -291.7% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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