+296.6%
VIAV vs THC
+258.2%
+38.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.7% |
| 7D | +13.6% | +4.1% | +9.5% | +13.0% |
| 30D | +5.3% | +3.5% | +1.8% | +4.9% |
| 3M | -15.6% | +61.7% | -77.4% | -21.9% |
| 6M | +34.0% | +11.8% | +22.2% | +32.2% |
| YTD | +119.9% | +35.4% | +84.5% | +108.5% |
| 1Y | +235.2% | +37.0% | +198.1% | +215.4% |
| All | +296.6% | +258.2% | +38.4% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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