+72.6%
VZ vs TT
+725.1%
-652.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +1.5% | +4.0% | -2.6% | +0.9% |
| 30D | +4.4% | -11.3% | +15.7% | +6.0% |
| 3M | -2.4% | -12.3% | +9.9% | -0.8% |
| 6M | +1.4% | -10.8% | +12.3% | +2.5% |
| YTD | +21.4% | +8.2% | +13.2% | +18.3% |
| 1Y | +20.3% | +1.5% | +18.8% | +18.4% |
| 3Y | +57.4% | +91.5% | -34.1% | +33.8% |
| 5Y | +21.9% | +130.2% | -108.3% | -2.1% |
| All | +72.6% | +725.1% | -652.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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