+57.7%
VZ vs TXG
+73.9%
-16.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.4% |
| 7D | +2.4% | -3.7% | +6.0% | +2.3% |
| 30D | +11.2% | -22.0% | +33.2% | +10.5% |
| 3M | 0.0% | +7.4% | -7.4% | +0.3% |
| 6M | +1.3% | +191.2% | -189.9% | +3.7% |
| YTD | +21.3% | +285.7% | -264.4% | +24.6% |
| 1Y | +23.9% | +268.3% | -244.3% | +27.3% |
| 3Y | +57.7% | +77.3% | -19.6% | +65.6% |
| All | +57.7% | +73.9% | -16.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling