+64.4%
VZ vs TRI
+190.6%
-126.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.0% |
| 7D | -1.0% | -8.4% | +7.4% | +0.4% |
| 30D | +5.8% | -6.5% | +12.2% | +6.7% |
| 3M | +10.5% | +18.6% | -8.1% | +6.9% |
| 6M | +1.8% | -10.4% | +12.2% | +2.6% |
| YTD | +28.3% | -23.7% | +52.0% | +33.6% |
| 1Y | +22.0% | -42.5% | +64.4% | +35.3% |
| 3Y | +81.8% | -19.3% | +101.1% | +82.7% |
| 5Y | +25.3% | -9.7% | +35.0% | +21.0% |
| 10Y | +64.4% | +194.4% | -130.0% | +19.5% |
| All | +64.4% | +190.6% | -126.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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