+197.2%
VIAV vs TLN
-17.2%
+214.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.0% |
| 7D | -4.6% | +7.1% | -11.7% | -7.5% |
| 30D | -10.4% | -3.9% | -6.5% | -8.5% |
| 3M | -34.5% | -16.2% | -18.3% | -29.6% |
| 6M | +7.0% | -5.8% | +12.8% | +10.1% |
| YTD | +95.6% | -15.4% | +111.1% | +104.2% |
| 1Y | +197.2% | -16.7% | +213.9% | +210.8% |
| All | +197.2% | -17.2% | +214.4% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling