+57.2%
VZ vs TXT
+11.8%
+45.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | +2.2% | -3.5% | +5.8% | +2.6% |
| 30D | +10.6% | +15.2% | -4.6% | +8.8% |
| 3M | -0.6% | -4.5% | +3.9% | -0.1% |
| 6M | +0.7% | -6.1% | +6.9% | +1.3% |
| YTD | +20.6% | -2.0% | +22.6% | +20.3% |
| 1Y | +22.7% | +4.2% | +18.5% | +21.4% |
| 3Y | +57.2% | +14.4% | +42.8% | +56.3% |
| All | +57.2% | +11.8% | +45.4% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling