+292.2%
VIAV vs TLN
+589.3%
-297.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | +13.6% | +5.8% | +7.7% | +12.0% |
| 30D | +5.3% | -6.9% | +12.2% | +7.5% |
| 3M | -15.6% | -10.9% | -4.7% | -13.1% |
| 6M | +34.0% | -4.6% | +38.6% | +36.1% |
| YTD | +119.9% | -14.7% | +134.6% | +126.7% |
| 1Y | +235.2% | -17.9% | +253.1% | +246.5% |
| 3Y | +299.8% | +483.9% | -184.1% | +191.3% |
| All | +292.2% | +589.3% | -297.1% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling