+21.0%
VZ vs TW
+287.8%
-266.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +2.2% | +3.4% | -1.2% | +1.9% |
| 30D | +10.6% | +15.5% | -4.9% | +9.1% |
| 3M | -0.6% | +25.1% | -25.7% | -2.8% |
| 6M | +0.7% | +18.2% | -17.4% | -1.0% |
| YTD | +20.6% | +19.7% | +0.9% | +18.1% |
| 1Y | +22.7% | +18.1% | +4.6% | +20.3% |
| 3Y | +57.2% | +40.5% | +16.7% | +50.7% |
| 5Y | +21.4% | +37.1% | -15.7% | +15.3% |
| All | +21.0% | +287.8% | -266.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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