+46.6%
TEM vs VIAV
+425.8%
-379.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.4% |
| 7D | -8.7% | +11.2% | -19.8% | -11.2% |
| 30D | +8.1% | -10.1% | +18.2% | +10.4% |
| 3M | +19.0% | -22.9% | +41.9% | +24.5% |
| 6M | +12.0% | +28.8% | -16.8% | -6.1% |
| YTD | -0.1% | +117.5% | -117.5% | -38.1% |
| 1Y | -33.5% | +216.1% | -249.6% | -68.4% |
| All | +46.6% | +425.8% | -379.2% | -52.1% |
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