+20.2%
VZ vs TT
+129.2%
-109.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | +2.1% | -2.0% | +4.2% | +2.2% |
| 30D | +1.4% | -14.0% | +15.4% | +2.0% |
| 3M | -1.3% | -15.9% | +14.6% | -0.6% |
| 6M | -0.5% | -17.3% | +16.8% | +0.2% |
| YTD | +19.6% | +4.0% | +15.7% | +18.0% |
| 1Y | +22.4% | -7.1% | +29.5% | +22.0% |
| 3Y | +55.9% | +90.2% | -34.4% | +39.5% |
| All | +20.2% | +129.2% | -109.0% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling