+59.9%
VZ vs TSEM
+1,298.4%
-1,238.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -0.9% |
| 7D | +0.1% | +6.9% | -6.8% | 0.0% |
| 30D | +7.9% | +5.3% | +2.6% | +7.8% |
| 3M | +13.6% | -14.9% | +28.6% | +13.6% |
| 6M | +1.1% | +80.0% | -78.9% | -0.8% |
| YTD | +29.3% | +89.4% | -60.1% | +26.5% |
| 1Y | +21.2% | +253.1% | -231.8% | +16.0% |
| 3Y | +75.9% | +642.1% | -566.2% | +60.5% |
| 5Y | +24.1% | +659.1% | -635.0% | +11.6% |
| All | +59.9% | +1,298.4% | -1,238.5% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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