+3,906.4%
TMO vs VIAV
+3,306.1%
+600.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.6% |
| 7D | -0.6% | +11.2% | -11.8% | -2.2% |
| 30D | +1.1% | -10.1% | +11.2% | +2.2% |
| 3M | +28.3% | -22.9% | +51.2% | +31.0% |
| 6M | +23.3% | +28.8% | -5.5% | +15.0% |
| YTD | +5.5% | +117.5% | -112.0% | -9.9% |
| 1Y | +24.5% | +216.1% | -191.5% | +0.1% |
| 3Y | +19.6% | +292.2% | -272.6% | -8.6% |
| 5Y | +8.1% | +141.0% | -132.9% | -12.0% |
| 10Y | +336.7% | +414.6% | -77.9% | +212.2% |
| All | +3,906.4% | +3,306.1% | +600.3% | +1,768.8% |
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