+296.6%
VIAV vs TAP
-33.0%
+329.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +13.6% | -5.1% | +18.6% | +13.2% |
| 30D | +5.3% | -8.4% | +13.8% | +5.0% |
| 3M | -15.6% | -3.9% | -11.7% | -15.9% |
| 6M | +34.0% | -14.4% | +48.4% | +35.2% |
| YTD | +119.9% | -14.7% | +134.6% | +120.6% |
| 1Y | +235.2% | -18.7% | +253.8% | +238.7% |
| All | +296.6% | -33.0% | +329.6% | +305.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling