+320.5%
TMUS vs VIAV
+291.1%
+29.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.1% | -4.3% |
| 7D | +0.1% | -4.6% | +4.7% | +1.1% |
| 30D | +5.3% | -10.4% | +15.6% | +7.0% |
| 3M | +3.1% | -34.5% | +37.6% | +10.6% |
| 6M | -16.5% | +7.0% | -23.4% | -22.7% |
| YTD | -9.2% | +95.6% | -104.8% | -29.4% |
| 1Y | -26.5% | +197.2% | -223.7% | -49.7% |
| 3Y | +39.0% | +232.0% | -193.0% | -11.9% |
| 5Y | +40.4% | +102.2% | -61.8% | -0.3% |
| 10Y | +303.7% | +344.6% | -40.9% | +116.4% |
| All | +320.5% | +291.1% | +29.4% | +62.6% |
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