+25.2%
VZ vs TSLL
-48.4%
+73.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.4% | +1.7% |
| 7D | +6.9% | -9.4% | +16.4% | +6.4% |
| 30D | +2.3% | +1.6% | +0.7% | +2.5% |
| 3M | 0.0% | +29.4% | -29.4% | +1.3% |
| 6M | +0.2% | -20.1% | +20.4% | +0.3% |
| YTD | +20.9% | -44.5% | +65.4% | +20.4% |
| 1Y | +25.2% | -46.0% | +71.2% | +25.1% |
| All | +25.2% | -48.4% | +73.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling