+45.9%
TEM vs VIAV
+407.5%
-361.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.0% |
| 7D | -9.2% | +11.2% | -20.4% | -11.7% |
| 30D | +5.5% | -2.6% | +8.1% | +5.1% |
| 3M | +18.7% | -20.1% | +38.8% | +22.5% |
| 6M | +15.4% | +25.8% | -10.4% | -2.9% |
| YTD | -0.5% | +109.9% | -110.4% | -37.8% |
| 1Y | -24.8% | +214.3% | -239.1% | -64.7% |
| All | +45.9% | +407.5% | -361.5% | -51.9% |
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