-10.5%
TMUS vs VIAV
-38.5%
+27.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.8% |
| 7D | +6.5% | +23.7% | -17.2% | +9.2% |
| 30D | +11.3% | -21.2% | +32.4% | +9.1% |
| 3M | -2.9% | -24.5% | +21.6% | -4.8% |
| 6M | -10.5% | -39.1% | +28.5% | -11.2% |
| All | -10.5% | -38.5% | +27.9% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling