+59.7%
TEM vs VIAV
+425.8%
-366.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.7% | -3.3% |
| 7D | +3.2% | +11.3% | -8.1% | +0.3% |
| 30D | +23.5% | -1.0% | +24.5% | +22.5% |
| 3M | +32.3% | -20.5% | +52.8% | +37.0% |
| 6M | +23.0% | +39.0% | -16.0% | -0.1% |
| YTD | +8.9% | +117.5% | -108.6% | -32.6% |
| 1Y | -19.9% | +233.8% | -253.6% | -63.4% |
| All | +59.7% | +425.8% | -366.1% | -47.8% |
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