+918.2%
VZ vs TXT
+2,239.7%
-1,321.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +5.6% | -2.5% | +8.2% | +6.1% |
| 30D | +1.9% | +12.8% | -11.0% | -0.7% |
| 3M | +0.8% | -3.6% | +4.4% | +1.2% |
| 6M | +0.6% | -6.9% | +7.6% | +1.5% |
| YTD | +20.8% | -2.2% | +22.9% | +20.3% |
| 1Y | +23.9% | +6.3% | +17.7% | +21.4% |
| 3Y | +55.7% | +10.3% | +45.4% | +49.6% |
| 5Y | +21.5% | +10.6% | +10.9% | +14.9% |
| 10Y | +68.5% | +121.0% | -52.5% | +30.3% |
| All | +918.2% | +2,239.7% | -1,321.5% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling