+16.3%
VZ vs TXG
+16.5%
-0.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.6% |
| 7D | +2.4% | -3.7% | +6.0% | +2.4% |
| 30D | +11.2% | -22.0% | +33.2% | +11.3% |
| 3M | 0.0% | +7.4% | -7.4% | -0.3% |
| 6M | +1.3% | +191.2% | -189.9% | -0.6% |
| YTD | +21.3% | +285.7% | -264.4% | +18.2% |
| 1Y | +23.9% | +268.3% | -244.3% | +20.8% |
| 3Y | +57.7% | +77.3% | -19.6% | +55.8% |
| 5Y | +21.2% | -62.3% | +83.5% | +21.0% |
| All | +16.3% | +16.5% | -0.2% | +5.3% |
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