+292.2%
VIAV vs TCOM
+8.0%
+284.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +11.2% | -4.9% | +16.1% | +11.7% |
| 30D | -10.1% | -14.4% | +4.3% | -8.8% |
| 3M | -22.9% | -17.7% | -5.2% | -21.6% |
| 6M | +28.8% | -25.1% | +53.9% | +32.4% |
| YTD | +117.5% | -45.7% | +163.2% | +130.4% |
| 1Y | +216.1% | -47.9% | +263.9% | +236.1% |
| 3Y | +292.2% | +8.9% | +283.3% | +253.5% |
| All | +292.2% | +8.0% | +284.2% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling