+29.7%
VZ vs TW
+221.1%
-191.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.9% |
| 6M | +1.1% | -14.5% | +15.6% | +2.4% |
| YTD | +29.3% | -0.9% | +30.2% | +28.9% |
| 1Y | +21.2% | -13.5% | +34.7% | +22.5% |
| 3Y | +75.9% | +25.0% | +50.9% | +70.4% |
| 5Y | +24.1% | +22.7% | +1.4% | +19.0% |
| All | +29.7% | +221.1% | -191.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling