+296.2%
TMUS vs VIAV
+265.1%
+31.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +6.5% | +23.7% | -17.2% | +1.5% |
| 30D | +11.3% | -21.2% | +32.4% | +15.3% |
| 3M | -2.9% | -24.5% | +21.6% | 0.0% |
| 6M | -10.5% | -39.1% | +28.5% | -5.7% |
| YTD | -14.4% | +82.6% | -97.0% | -34.4% |
| 1Y | -17.9% | +82.7% | -100.6% | -37.3% |
| 3Y | +21.9% | +315.1% | -293.2% | -29.8% |
| 5Y | +52.1% | +113.4% | -61.2% | +3.0% |
| 10Y | +242.4% | +317.2% | -74.8% | +80.7% |
| All | +296.2% | +265.1% | +31.1% | +51.1% |
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