+918.2%
VZ vs TT
+14,127.6%
-13,209.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.8% |
| 7D | +5.6% | -9.0% | +14.6% | +7.6% |
| 30D | +1.9% | -17.6% | +19.5% | +5.6% |
| 3M | +0.8% | -18.7% | +19.4% | +4.7% |
| 6M | +0.6% | -17.4% | +18.0% | +3.7% |
| YTD | +20.8% | +1.5% | +19.2% | +18.8% |
| 1Y | +23.9% | -9.4% | +33.3% | +24.7% |
| 3Y | +55.7% | +85.1% | -29.4% | +32.2% |
| 5Y | +21.5% | +125.7% | -104.2% | -2.8% |
| 10Y | +68.5% | +757.3% | -688.9% | -2.1% |
| All | +918.2% | +14,127.6% | -13,209.3% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling