+13,634.3%
TSM vs VIAV
+56.1%
+13,578.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.7% |
| 7D | +2.7% | -4.6% | +7.3% | +4.2% |
| 30D | +3.6% | -10.4% | +14.0% | +6.5% |
| 3M | -3.4% | -34.5% | +31.1% | +8.3% |
| 6M | +20.6% | +7.0% | +13.6% | +13.0% |
| YTD | +41.9% | +95.6% | -53.8% | +7.7% |
| 1Y | +84.4% | +197.2% | -112.8% | +21.0% |
| 3Y | +380.2% | +232.0% | +148.2% | +194.5% |
| 5Y | +275.3% | +102.2% | +173.1% | +165.1% |
| 10Y | +1,751.4% | +344.6% | +1,406.7% | +883.4% |
| All | +13,634.3% | +56.1% | +13,578.2% | +3,177.4% |
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 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