+219.1%
TPR vs VIAV
+139.2%
+79.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.5% |
| 7D | -7.3% | +13.6% | -20.9% | -9.9% |
| 30D | -30.7% | +5.3% | -36.1% | -32.2% |
| 3M | -21.6% | -15.6% | -6.0% | -20.5% |
| 6M | -21.3% | +34.0% | -55.3% | -31.3% |
| YTD | -10.2% | +119.9% | -130.0% | -33.5% |
| 1Y | +9.5% | +235.2% | -225.7% | -30.3% |
| 3Y | +280.8% | +299.8% | -19.0% | +120.2% |
| All | +219.1% | +139.2% | +79.9% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling