+16.0%
TFC vs VIAV
+128.3%
-112.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.2% |
| 7D | -2.5% | +11.2% | -13.7% | -4.6% |
| 30D | -2.8% | -2.6% | -0.2% | -3.0% |
| 3M | +2.1% | -20.1% | +22.3% | +4.7% |
| 6M | +10.1% | +25.8% | -15.7% | -1.1% |
| YTD | +5.4% | +109.9% | -104.4% | -18.8% |
| 1Y | +16.3% | +214.3% | -198.0% | -21.7% |
| 3Y | +95.9% | +281.6% | -185.8% | +20.0% |
| 5Y | +16.0% | +132.6% | -116.6% | -18.0% |
| All | +16.0% | +128.3% | -112.3% | -18.0% |
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