+1,757.2%
TSM vs VIAV
+401.3%
+1,355.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.9% | -0.1% |
| 7D | +2.6% | +11.2% | -8.6% | -1.2% |
| 30D | +1.4% | -2.6% | +4.0% | +1.5% |
| 3M | +5.0% | -20.1% | +25.1% | +10.7% |
| 6M | +24.0% | +25.8% | -1.9% | +8.0% |
| YTD | +41.6% | +109.9% | -68.3% | -0.5% |
| 1Y | +66.2% | +214.3% | -148.1% | -1.8% |
| 3Y | +398.2% | +281.6% | +116.6% | +161.1% |
| 5Y | +277.6% | +132.6% | +145.0% | +138.1% |
| All | +1,757.2% | +401.3% | +1,355.8% | +801.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling