+407.0%
TSM vs VIAV
+297.4%
+109.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +4.8% | +13.6% | -8.8% | +1.4% |
| 30D | +4.0% | +5.3% | -1.3% | +2.1% |
| 3M | +2.0% | -15.6% | +17.6% | +4.7% |
| 6M | +25.5% | +34.0% | -8.5% | +12.7% |
| YTD | +44.0% | +119.9% | -75.9% | +11.7% |
| 1Y | +75.4% | +235.2% | -159.7% | +19.2% |
| All | +407.0% | +297.4% | +109.6% | +213.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling