+21.2%
VZ vs TXT
+14.4%
+6.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | +2.4% | -1.1% | +3.4% | +2.5% |
| 30D | +11.2% | +17.1% | -5.9% | +8.9% |
| 3M | 0.0% | -2.6% | +2.6% | +0.2% |
| 6M | +1.3% | -4.6% | +5.9% | +1.6% |
| YTD | +21.3% | -0.3% | +21.6% | +20.7% |
| 1Y | +23.9% | +5.9% | +18.0% | +22.3% |
| 3Y | +57.7% | +14.4% | +43.3% | +52.0% |
| 5Y | +21.2% | +15.9% | +5.3% | +15.3% |
| All | +21.2% | +14.4% | +6.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling