+137.8%
VIAV vs TECK
+2,212.2%
-2,074.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.7% |
| 7D | +13.6% | +4.9% | +8.7% | +12.1% |
| 30D | +5.3% | +5.2% | +0.1% | +3.8% |
| 3M | -15.6% | +13.8% | -29.4% | -18.5% |
| 6M | +34.0% | +38.5% | -4.5% | +22.8% |
| YTD | +119.9% | +47.3% | +72.5% | +97.9% |
| 1Y | +235.2% | +81.0% | +154.2% | +184.2% |
| 3Y | +299.8% | +79.9% | +219.9% | +227.8% |
| 5Y | +140.1% | +207.9% | -67.8% | +57.9% |
| 10Y | +420.3% | +389.5% | +30.8% | +154.6% |
| All | +137.8% | +2,212.2% | -2,074.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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