+911.5%
TT vs VIAV
+401.3%
+510.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.6% | +0.2% |
| 7D | -1.0% | +11.2% | -12.2% | -4.0% |
| 30D | -8.9% | -2.6% | -6.3% | -9.1% |
| 3M | -1.8% | -20.1% | +18.3% | +2.0% |
| 6M | +1.9% | +25.8% | -24.0% | -9.3% |
| YTD | +13.8% | +109.9% | -96.1% | -14.5% |
| 1Y | +6.1% | +214.3% | -208.1% | -30.2% |
| 3Y | +119.6% | +281.6% | -162.1% | +30.5% |
| 5Y | +145.9% | +132.6% | +13.3% | +69.5% |
| All | +911.5% | +401.3% | +510.2% | +442.7% |
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