+668.7%
TEL vs VIAV
+388.8%
+279.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.5% |
| 7D | -2.3% | +11.2% | -13.5% | -6.0% |
| 30D | -6.1% | -2.6% | -3.5% | -6.4% |
| 3M | +1.7% | -20.1% | +21.8% | +5.9% |
| 6M | +1.6% | +25.8% | -24.2% | -12.0% |
| YTD | -9.1% | +109.9% | -119.0% | -36.1% |
| 1Y | -1.7% | +214.3% | -215.9% | -40.9% |
| 3Y | +67.3% | +281.6% | -214.3% | -10.3% |
| 5Y | +52.1% | +132.6% | -80.5% | -4.3% |
| 10Y | +299.3% | +396.7% | -97.3% | +87.0% |
| All | +668.7% | +388.8% | +279.9% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling