+35.7%
VZ vs TSLL
-58.7%
+94.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.6% | -9.6% | -0.8% |
| 7D | +2.1% | -21.2% | +23.4% | +1.9% |
| 30D | +1.4% | -13.3% | +14.7% | +1.3% |
| 3M | -1.3% | +15.4% | -16.6% | -1.1% |
| 6M | -0.5% | -34.2% | +33.7% | -0.6% |
| YTD | +19.6% | -52.9% | +72.5% | +19.4% |
| 1Y | +22.4% | -54.3% | +76.7% | +22.2% |
| 3Y | +55.9% | -18.4% | +74.3% | +54.4% |
| All | +35.7% | -58.7% | +94.4% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling