+293.7%
TPR vs VIAV
+290.6%
+3.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +11.2% | -14.9% | -5.3% |
| 7D | -3.4% | +11.3% | -14.7% | -4.9% |
| 30D | -27.3% | -1.0% | -26.3% | -27.7% |
| 3M | -16.2% | -20.5% | +4.3% | -14.3% |
| 6M | -17.9% | +39.0% | -56.9% | -26.3% |
| YTD | -7.1% | +117.5% | -124.6% | -25.3% |
| 1Y | +13.6% | +233.8% | -220.1% | -18.8% |
| 3Y | +293.7% | +295.4% | -1.7% | +152.0% |
| All | +293.7% | +290.6% | +3.1% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling