+404.6%
VIAV vs TCOM
-9.8%
+414.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +11.2% | -4.9% | +16.1% | +12.1% |
| 30D | -10.1% | -14.4% | +4.3% | -7.7% |
| 3M | -22.9% | -17.7% | -5.2% | -20.5% |
| 6M | +28.8% | -25.1% | +53.9% | +35.1% |
| YTD | +117.5% | -45.7% | +163.2% | +140.4% |
| 1Y | +216.1% | -47.9% | +263.9% | +251.4% |
| 3Y | +292.2% | +8.9% | +283.3% | +263.6% |
| 5Y | +141.0% | +26.9% | +114.1% | +103.0% |
| All | +404.6% | -9.8% | +414.4% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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