+60.5%
VZ vs TPR
+321.0%
-260.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +7.9% | -23.0% | +30.9% | +9.8% |
| 3M | +13.6% | -12.5% | +26.1% | +14.5% |
| 6M | +1.1% | -21.4% | +22.5% | +2.5% |
| YTD | +29.3% | -3.5% | +32.8% | +28.8% |
| 1Y | +21.2% | +17.4% | +3.9% | +18.7% |
| 3Y | +75.9% | +291.3% | -215.4% | +52.3% |
| 5Y | +24.1% | +241.9% | -217.8% | +7.0% |
| All | +60.5% | +321.0% | -260.5% | +29.2% |
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