+309.3%
TEL vs VIAV
+419.4%
-110.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.4% |
| 7D | +1.6% | +11.2% | -9.6% | -2.1% |
| 30D | -0.7% | -10.1% | +9.5% | +2.1% |
| 3M | +2.4% | -22.9% | +25.3% | +8.2% |
| 6M | +4.1% | +28.8% | -24.7% | -11.2% |
| YTD | -5.8% | +117.5% | -123.3% | -36.6% |
| 1Y | +0.9% | +216.1% | -215.2% | -42.4% |
| 3Y | +72.6% | +292.2% | -219.6% | -14.6% |
| 5Y | +57.5% | +141.0% | -83.4% | -4.9% |
| All | +309.3% | +419.4% | -110.1% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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