+317.5%
TMUS vs VIAV
+419.4%
-101.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.5% |
| 7D | +0.4% | +11.2% | -10.7% | -1.0% |
| 30D | +3.5% | -10.1% | +13.6% | +4.6% |
| 3M | -1.3% | -22.9% | +21.6% | +0.9% |
| 6M | -13.6% | +28.8% | -42.4% | -20.1% |
| YTD | -8.8% | +117.5% | -126.2% | -24.8% |
| 1Y | -22.9% | +216.1% | -238.9% | -42.0% |
| 3Y | +36.7% | +292.2% | -255.5% | -5.7% |
| 5Y | +46.6% | +141.0% | -94.4% | +13.7% |
| All | +317.5% | +419.4% | -101.9% | +133.7% |
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