+123.0%
TT vs VIAV
+248.6%
-125.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.8% | +0.1% |
| 7D | 0.0% | -4.6% | +4.6% | +0.9% |
| 30D | -7.2% | -10.4% | +3.2% | -5.7% |
| 3M | -3.0% | -34.5% | +31.5% | +3.8% |
| 6M | +1.4% | +7.0% | -5.6% | -3.1% |
| YTD | +15.9% | +95.6% | -79.7% | -2.5% |
| 1Y | +9.4% | +197.2% | -187.8% | -15.2% |
| All | +123.0% | +248.6% | -125.6% | +63.3% |
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