+72.6%
VZ vs TXT
+89.4%
-16.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +4.4% | +13.3% | -9.0% | +2.2% |
| 3M | -2.4% | -5.0% | +2.6% | -1.8% |
| 6M | +1.4% | -8.4% | +9.8% | +2.4% |
| YTD | +21.4% | -4.0% | +25.4% | +21.4% |
| 1Y | +20.3% | +2.8% | +17.5% | +18.9% |
| 3Y | +57.4% | +10.3% | +47.1% | +52.0% |
| 5Y | +21.9% | +9.2% | +12.8% | +16.6% |
| All | +72.6% | +89.4% | -16.8% | +37.7% |
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