+72.6%
TEL vs VIAV
+293.0%
-220.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.9% |
| 7D | +1.6% | +11.2% | -9.6% | -0.5% |
| 30D | -0.7% | -10.1% | +9.5% | +1.0% |
| 3M | +2.4% | -22.9% | +25.3% | +6.2% |
| 6M | +4.1% | +28.8% | -24.7% | -4.3% |
| YTD | -5.8% | +117.5% | -123.3% | -24.9% |
| 1Y | +0.9% | +216.1% | -215.2% | -26.9% |
| 3Y | +72.6% | +292.2% | -219.6% | +16.3% |
| All | +72.6% | +293.0% | -220.4% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling