-48.1%
TOST vs VIAV
+152.6%
-200.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | -4.7% | +13.6% | -18.2% | -8.0% |
| 30D | -9.1% | +5.3% | -14.4% | -11.5% |
| 3M | +29.8% | -15.6% | +45.4% | +31.3% |
| 6M | +10.0% | +34.0% | -24.0% | -12.7% |
| YTD | -8.6% | +119.9% | -128.5% | -46.2% |
| 1Y | -20.7% | +235.2% | -255.9% | -64.6% |
| 3Y | +55.7% | +299.8% | -244.1% | -42.6% |
| All | -48.1% | +152.6% | -200.7% | -69.5% |
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