+2,871.3%
VIAV vs THC
+774.2%
+2,097.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | -10.4% | +1.3% | -11.7% | -10.7% |
| 3M | -34.5% | +64.2% | -98.7% | -41.4% |
| 6M | +7.0% | +8.3% | -1.3% | +3.8% |
| YTD | +95.6% | +33.4% | +62.2% | +81.1% |
| 1Y | +197.2% | +37.7% | +159.5% | +172.2% |
| 3Y | +232.0% | +236.8% | -4.8% | +147.7% |
| 5Y | +102.2% | +249.3% | -147.1% | +43.9% |
| 10Y | +344.6% | +995.2% | -650.6% | +110.6% |
| All | +2,871.3% | +774.2% | +2,097.1% | +901.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling