+73.3%
VZ vs TT
+737.0%
-663.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.9% | +8.1% | -7.1% | -0.2% |
| 30D | +6.9% | -11.3% | +18.2% | +8.6% |
| 3M | +0.6% | -11.2% | +11.8% | +2.1% |
| 6M | +0.3% | -8.9% | +9.2% | +1.0% |
| YTD | +21.9% | +9.7% | +12.2% | +18.5% |
| 1Y | +21.7% | +1.3% | +20.4% | +19.9% |
| 3Y | +58.5% | +93.4% | -34.8% | +34.7% |
| 5Y | +22.4% | +133.5% | -111.1% | -1.9% |
| All | +73.3% | +737.0% | -663.7% | +1.4% |
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