+93.0%
TFC vs VIAV
+297.4%
-204.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -1.3% | +13.6% | -14.9% | -3.2% |
| 30D | -2.3% | +5.3% | -7.7% | -3.5% |
| 3M | +2.5% | -15.6% | +18.1% | +3.7% |
| 6M | +9.5% | +34.0% | -24.5% | -0.6% |
| YTD | +5.1% | +119.9% | -114.8% | -15.8% |
| 1Y | +15.5% | +235.2% | -219.7% | -18.1% |
| All | +93.0% | +297.4% | -204.3% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling