+65.5%
VZ vs TXT
+115.3%
-49.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +2.2% | -3.5% | +5.8% | +2.8% |
| 30D | +10.6% | +15.2% | -4.6% | +8.0% |
| 3M | -0.6% | -4.5% | +3.9% | -0.1% |
| 6M | +0.7% | -6.1% | +6.9% | +1.4% |
| YTD | +20.6% | -2.0% | +22.6% | +20.2% |
| 1Y | +22.7% | +4.2% | +18.5% | +21.0% |
| 3Y | +57.2% | +14.4% | +42.8% | +51.0% |
| 5Y | +21.4% | +12.3% | +9.1% | +15.5% |
| 10Y | +65.5% | +101.8% | -36.3% | +35.7% |
| All | +65.5% | +115.3% | -49.8% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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