+25.5%
VZ vs TW
+23.1%
+2.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +7.9% | +3.9% | +4.0% | +7.5% |
| 3M | +13.6% | +5.7% | +7.9% | +13.1% |
| 6M | +1.1% | -14.5% | +15.6% | +2.4% |
| YTD | +29.3% | -0.9% | +30.2% | +29.0% |
| 1Y | +21.2% | -13.5% | +34.7% | +22.5% |
| 3Y | +75.9% | +25.0% | +50.9% | +71.4% |
| All | +25.5% | +23.1% | +2.3% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling