+8,387.8%
TPR vs VIAV
-92.5%
+8,480.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -1.1% | +23.7% | -24.9% | -6.0% |
| 30D | +15.1% | -21.2% | +36.3% | +19.4% |
| 3M | -13.4% | -24.5% | +11.1% | -10.5% |
| 6M | +1.4% | -39.1% | +40.4% | +7.2% |
| YTD | +4.8% | +82.6% | -77.8% | -16.6% |
| 1Y | +29.2% | +82.7% | -53.5% | +2.6% |
| 3Y | +403.7% | +315.1% | +88.6% | +219.4% |
| 5Y | +230.8% | +113.4% | +117.5% | +142.9% |
| 10Y | +369.2% | +317.2% | +52.0% | +199.5% |
| All | +8,387.8% | -92.5% | +8,480.2% | +4,872.5% |
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