+21.3%
TFC vs VIAV
+72.0%
-50.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.0% |
| 7D | +5.1% | -14.7% | +19.8% | +5.7% |
| 30D | +9.8% | -37.4% | +47.2% | +12.2% |
| 3M | -2.4% | -27.1% | +24.7% | -1.4% |
| 6M | +4.9% | -44.0% | +49.0% | +7.8% |
| YTD | +6.6% | +64.9% | -58.3% | -2.7% |
| 1Y | +21.3% | +75.3% | -54.0% | +9.5% |
| All | +21.3% | +72.0% | -50.7% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling