-40.9%
TSCO vs VIAV
+200.0%
-240.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | +1.3% |
| 7D | +0.8% | -4.6% | +5.4% | +0.6% |
| 30D | +5.5% | -10.4% | +15.8% | +4.9% |
| 3M | +20.0% | -34.5% | +54.4% | +17.8% |
| 6M | -29.8% | +7.0% | -36.8% | -29.6% |
| YTD | -28.7% | +95.6% | -124.3% | -26.0% |
| 1Y | -40.9% | +197.2% | -238.1% | -41.7% |
| All | -40.9% | +200.0% | -240.9% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling