+20.2%
VZ vs TW
+37.3%
-17.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +2.1% | +4.2% | -2.1% | +1.8% |
| 30D | +1.4% | +18.9% | -17.6% | -0.1% |
| 3M | -1.3% | +23.8% | -25.0% | -3.1% |
| 6M | -0.5% | +17.0% | -17.6% | -1.9% |
| YTD | +19.6% | +19.2% | +0.4% | +17.5% |
| 1Y | +22.4% | +20.1% | +2.3% | +20.0% |
| 3Y | +55.9% | +40.5% | +15.4% | +50.6% |
| All | +20.2% | +37.3% | -17.1% | +12.7% |
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