+71.6%
VZ vs TPR
+378.8%
-307.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +0.9% | +6.4% | -5.5% | +0.4% |
| 30D | +8.9% | +13.8% | -4.8% | +7.8% |
| 3M | +0.1% | -16.6% | +16.7% | +1.2% |
| 6M | +1.9% | +0.7% | +1.2% | +1.5% |
| YTD | +22.0% | +5.3% | +16.7% | +20.7% |
| 1Y | +22.1% | +32.4% | -10.2% | +18.6% |
| 3Y | +58.7% | +406.4% | -347.7% | +34.5% |
| 5Y | +22.3% | +227.9% | -205.6% | +6.3% |
| 10Y | +71.6% | +371.7% | -300.1% | +40.1% |
| All | +71.6% | +378.8% | -307.2% | +40.1% |
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