+274.4%
VIAV vs TLN
+571.8%
-297.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.9% |
| 7D | +11.2% | +2.0% | +9.2% | +10.8% |
| 30D | -2.6% | -12.9% | +10.3% | +1.1% |
| 3M | -20.1% | -7.4% | -12.7% | -18.2% |
| 6M | +25.8% | -6.0% | +31.9% | +28.5% |
| YTD | +109.9% | -16.9% | +126.8% | +117.9% |
| 1Y | +214.3% | -22.6% | +236.9% | +229.0% |
| 3Y | +281.6% | +469.0% | -187.4% | +180.0% |
| All | +274.4% | +571.8% | -297.4% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling