+56.5%
TEL vs VIAV
+139.8%
-83.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.7% |
| 7D | +1.6% | +11.2% | -9.6% | -1.1% |
| 30D | -0.7% | -10.1% | +9.5% | +1.5% |
| 3M | +2.4% | -22.9% | +25.3% | +7.1% |
| 6M | +4.1% | +28.8% | -24.7% | -7.3% |
| YTD | -5.8% | +117.5% | -123.3% | -30.4% |
| 1Y | +0.9% | +216.1% | -215.2% | -34.6% |
| 3Y | +72.6% | +292.2% | -219.6% | +0.4% |
| All | +56.5% | +139.8% | -83.3% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling