+48.1%
TSLA vs VIAV
+128.3%
-80.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.4% | +0.3% |
| 7D | -3.4% | +11.2% | -14.6% | -6.9% |
| 30D | +9.2% | -2.6% | +11.8% | +8.7% |
| 3M | -4.7% | -20.1% | +15.4% | 0.0% |
| 6M | -8.9% | +25.8% | -34.8% | -21.5% |
| YTD | -19.2% | +109.9% | -129.0% | -45.8% |
| 1Y | +4.5% | +214.3% | -209.8% | -44.3% |
| 3Y | +46.3% | +281.6% | -235.3% | -32.5% |
| 5Y | +48.1% | +132.6% | -84.5% | +0.9% |
| All | +48.1% | +128.3% | -80.2% | +0.9% |
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