+1,124.0%
TTMI vs VIAV
+419.4%
+704.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.3% | +1.5% |
| 7D | +0.7% | +11.2% | -10.5% | -5.1% |
| 30D | -8.4% | -10.1% | +1.7% | -3.2% |
| 3M | -32.5% | -22.9% | -9.6% | -22.8% |
| 6M | +32.5% | +28.8% | +3.7% | +18.3% |
| YTD | +83.2% | +117.5% | -34.2% | +27.5% |
| 1Y | +161.7% | +216.1% | -54.4% | +52.9% |
| 3Y | +890.1% | +292.2% | +597.9% | +403.4% |
| 5Y | +832.4% | +141.0% | +691.5% | +479.2% |
| All | +1,124.0% | +419.4% | +704.6% | +486.4% |
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 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