+293.8%
VIAV vs TAP
-22.2%
+316.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -4.8% |
| 7D | +7.9% | +1.3% | +6.6% | +8.4% |
| 30D | -20.3% | +5.7% | -26.0% | -18.9% |
| 3M | -28.5% | -1.9% | -26.6% | -27.6% |
| 6M | -42.7% | +0.9% | -43.7% | -41.8% |
| YTD | +72.4% | -9.5% | +81.9% | +75.8% |
| 1Y | +81.5% | -9.0% | +90.4% | +84.6% |
| 3Y | +293.8% | -22.2% | +316.1% | +277.2% |
| All | +293.8% | -22.2% | +316.0% | +277.2% |
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