+801.7%
VZ vs TSEM
-31.2%
+832.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.8% | -1.1% |
| 7D | +2.1% | -17.5% | +19.6% | +2.8% |
| 30D | +1.4% | -44.7% | +46.1% | +3.5% |
| 3M | -1.3% | -38.9% | +37.6% | +0.2% |
| 6M | -0.5% | -36.7% | +36.1% | 0.0% |
| YTD | +19.6% | +17.0% | +2.7% | +16.5% |
| 1Y | +22.4% | +62.8% | -40.4% | +17.1% |
| 3Y | +55.9% | +471.3% | -415.4% | +39.0% |
| 5Y | +20.4% | +290.3% | -269.9% | +8.7% |
| 10Y | +66.9% | +790.1% | -723.2% | +42.0% |
| All | +801.7% | -31.2% | +832.9% | +621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling