-44.8%
TOST vs VIAV
+99.9%
-144.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +3.0% | +3.2% | -0.2% | +1.8% |
| 30D | +10.3% | -31.8% | +42.0% | +18.9% |
| 3M | -3.3% | -16.6% | +13.4% | -2.8% |
| 6M | +37.8% | -39.4% | +77.2% | +46.5% |
| YTD | -2.8% | +74.0% | -76.8% | -40.9% |
| 1Y | -9.6% | +70.8% | -80.3% | -44.8% |
| 3Y | +144.6% | +295.5% | -150.9% | -23.8% |
| 5Y | -31.0% | +103.3% | -134.3% | -59.4% |
| All | -44.8% | +99.9% | -144.7% | -66.5% |
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 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