-20.7%
TLT vs VIAV
+419.4%
-440.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.2% |
| 7D | -1.6% | +11.2% | -12.8% | -1.5% |
| 30D | -1.1% | -10.1% | +9.0% | -1.2% |
| 3M | -4.9% | -22.9% | +18.0% | -5.1% |
| 6M | -5.0% | +28.8% | -33.8% | -4.4% |
| YTD | -4.4% | +117.5% | -121.8% | -2.8% |
| 1Y | -6.4% | +216.1% | -222.4% | -4.0% |
| 3Y | -2.0% | +292.2% | -294.2% | +1.0% |
| 5Y | -35.0% | +141.0% | -176.0% | -34.5% |
| All | -20.7% | +419.4% | -440.1% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling