+290.8%
VIAV vs TAP
-46.0%
+336.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -6.1% |
| 7D | +7.9% | +1.3% | +6.6% | +7.6% |
| 30D | -20.3% | +5.7% | -26.0% | -21.6% |
| 3M | -28.5% | -1.9% | -26.6% | -29.0% |
| 6M | -42.7% | +0.9% | -43.7% | -43.9% |
| YTD | +72.4% | -9.5% | +81.9% | +72.3% |
| 1Y | +81.5% | -9.0% | +90.4% | +80.8% |
| 3Y | +293.8% | -22.2% | +316.1% | +303.2% |
| 5Y | +101.4% | +1.2% | +100.2% | +86.0% |
| All | +290.8% | -46.0% | +336.8% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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