+164.9%
VIAV vs TCOM
+2,569.4%
-2,404.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.9% |
| 7D | +13.6% | -10.2% | +23.7% | +16.6% |
| 30D | +5.3% | -16.8% | +22.2% | +10.1% |
| 3M | -15.6% | -16.7% | +1.1% | -12.3% |
| 6M | +34.0% | -27.1% | +61.1% | +44.3% |
| YTD | +119.9% | -45.5% | +165.4% | +152.8% |
| 1Y | +235.2% | -45.9% | +281.0% | +285.2% |
| 3Y | +299.8% | +9.8% | +290.0% | +261.8% |
| 5Y | +140.1% | +23.8% | +116.3% | +90.9% |
| 10Y | +420.3% | -10.8% | +431.1% | +317.3% |
| All | +164.9% | +2,569.4% | -2,404.5% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling