+0.8%
TFC vs VIAV
+101.3%
-100.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.1% |
| 7D | +2.3% | +7.9% | -5.6% | +0.9% |
| 30D | +10.8% | -20.3% | +31.1% | +13.9% |
| 3M | -3.8% | -28.5% | +24.8% | -0.1% |
| 6M | +9.6% | -42.7% | +52.3% | +17.0% |
| YTD | +5.8% | +72.4% | -66.6% | -17.3% |
| 1Y | +16.2% | +81.5% | -65.3% | -10.8% |
| 3Y | +96.0% | +293.8% | -197.9% | +12.4% |
| All | +0.8% | +101.3% | -100.5% | -30.9% |
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