-46.4%
TOST vs VIAV
+109.8%
-156.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -4.7% | +23.7% | -28.4% | -9.4% |
| 30D | +8.5% | -21.2% | +29.7% | +13.2% |
| 3M | -1.6% | -24.5% | +22.9% | +2.3% |
| 6M | +44.1% | -39.1% | +83.2% | +54.2% |
| YTD | -5.6% | +82.6% | -88.2% | -43.3% |
| 1Y | -12.6% | +82.7% | -95.3% | -47.8% |
| 3Y | +137.6% | +315.1% | -177.5% | -26.9% |
| 5Y | -30.4% | +113.4% | -143.7% | -59.5% |
| All | -46.4% | +109.8% | -156.2% | -67.9% |
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