+1,621.1%
TFC vs VIAV
+2,964.2%
-1,343.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | +2.4% | -4.6% | +7.0% | +3.1% |
| 30D | -1.3% | -10.4% | +9.1% | 0.0% |
| 3M | +6.1% | -34.5% | +40.5% | +11.5% |
| 6M | +7.3% | +7.0% | +0.4% | +3.3% |
| YTD | +8.2% | +95.6% | -87.4% | -6.1% |
| 1Y | +14.4% | +197.2% | -182.8% | -7.6% |
| 3Y | +93.7% | +232.0% | -138.3% | +51.6% |
| 5Y | +16.4% | +102.2% | -85.8% | -2.6% |
| 10Y | +101.6% | +344.6% | -243.1% | +49.9% |
| All | +1,621.1% | +2,964.2% | -1,343.1% | +853.6% |
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