+306.7%
TPR vs VIAV
+407.5%
-100.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.7% |
| 7D | -7.3% | +13.6% | -20.9% | -11.6% |
| 30D | -30.7% | +5.3% | -36.1% | -33.2% |
| 3M | -21.6% | -15.6% | -6.0% | -20.3% |
| 6M | -21.3% | +34.0% | -55.3% | -36.4% |
| YTD | -10.2% | +119.9% | -130.0% | -43.2% |
| 1Y | +9.5% | +235.2% | -225.7% | -44.4% |
| 3Y | +280.8% | +299.8% | -19.0% | +66.7% |
| 5Y | +218.7% | +140.1% | +78.6% | +78.5% |
| 10Y | +306.7% | +420.3% | -113.6% | +61.3% |
| All | +306.7% | +407.5% | -100.8% | +61.3% |
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