+33.0%
TMUS vs VIAV
+297.4%
-264.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.4% |
| 7D | -5.3% | +13.6% | -18.9% | -5.0% |
| 30D | +0.1% | +5.3% | -5.2% | +0.2% |
| 3M | -0.6% | -15.6% | +15.0% | -0.5% |
| 6M | -17.5% | +34.0% | -51.5% | -17.2% |
| YTD | -11.3% | +119.9% | -131.1% | -11.6% |
| 1Y | -25.4% | +235.2% | -260.6% | -26.9% |
| All | +33.0% | +297.4% | -264.4% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling