+24.7%
VZ vs TXG
+21.5%
+3.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.5% |
| 7D | +0.2% | +9.4% | -9.2% | +0.1% |
| 30D | +7.1% | +26.1% | -19.0% | +6.8% |
| 3M | +12.8% | +124.8% | -112.0% | +11.6% |
| 6M | +1.8% | +215.2% | -213.4% | 0.0% |
| YTD | +30.0% | +302.2% | -272.2% | +26.9% |
| 1Y | +24.3% | +370.9% | -346.6% | +20.6% |
| 3Y | +84.3% | +38.5% | +45.8% | +84.0% |
| 5Y | +25.9% | -64.4% | +90.3% | +26.2% |
| All | +24.7% | +21.5% | +3.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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