-34.9%
TLT vs VIAV
+136.9%
-171.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | -0.3% | +13.6% | -13.8% | -0.6% |
| 30D | 0.0% | +5.3% | -5.3% | -0.3% |
| 3M | -2.9% | -15.6% | +12.7% | -2.7% |
| 6M | -6.3% | +34.0% | -40.3% | -7.7% |
| YTD | -3.3% | +119.9% | -123.2% | -6.8% |
| 1Y | -4.2% | +235.2% | -239.4% | -9.4% |
| 3Y | -1.7% | +299.8% | -301.5% | -8.6% |
| 5Y | -34.9% | +140.1% | -175.0% | -39.3% |
| All | -34.9% | +136.9% | -171.8% | -39.3% |
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