+47,655.7%
TSCO vs VIAV
+2,668.4%
+44,987.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.8% |
| 7D | -3.1% | +11.2% | -14.3% | -4.5% |
| 30D | -4.4% | -2.6% | -1.8% | -4.4% |
| 3M | +9.7% | -20.1% | +29.8% | +11.5% |
| 6M | -32.4% | +25.8% | -58.2% | -36.3% |
| YTD | -31.7% | +109.9% | -141.5% | -40.6% |
| 1Y | -41.3% | +214.3% | -255.6% | -52.0% |
| 3Y | -18.3% | +281.6% | -299.9% | -36.1% |
| 5Y | -10.3% | +132.6% | -142.8% | -25.6% |
| 10Y | +188.5% | +396.7% | -208.2% | +111.3% |
| All | +47,655.7% | +2,668.4% | +44,987.4% | +6,218.7% |
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 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