+387.0%
VIAV vs TAP
-50.5%
+437.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +11.2% | -5.3% | +16.5% | +12.3% |
| 30D | -2.6% | -7.4% | +4.8% | -1.4% |
| 3M | -20.1% | -4.9% | -15.2% | -20.1% |
| 6M | +25.8% | -14.2% | +40.0% | +28.7% |
| YTD | +109.9% | -14.8% | +124.7% | +113.9% |
| 1Y | +214.3% | -18.1% | +232.4% | +222.7% |
| 3Y | +281.6% | -32.7% | +314.3% | +307.9% |
| 5Y | +132.6% | -0.5% | +133.1% | +115.6% |
| All | +387.0% | -50.5% | +437.5% | +387.9% |
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