+131.2%
TLT vs VIAV
+230.2%
-99.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.4% |
| 7D | -0.4% | -4.6% | +4.2% | -0.7% |
| 30D | -0.6% | -10.4% | +9.8% | -1.0% |
| 3M | -2.7% | -34.5% | +31.8% | -4.6% |
| 6M | -5.6% | +7.0% | -12.6% | -4.3% |
| YTD | -2.8% | +95.6% | -98.4% | +2.5% |
| 1Y | -1.4% | +197.2% | -198.6% | +6.8% |
| 3Y | -1.6% | +232.0% | -233.6% | +8.2% |
| 5Y | -33.8% | +102.2% | -136.0% | -29.3% |
| 10Y | -21.1% | +344.6% | -365.8% | -8.9% |
| All | +131.2% | +230.2% | -99.0% | +205.1% |
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