+248.9%
VIAV vs TLN
+583.6%
-334.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.7% |
| 7D | -4.6% | +7.1% | -11.7% | -6.3% |
| 30D | -10.4% | -3.9% | -6.5% | -9.3% |
| 3M | -34.5% | -16.2% | -18.3% | -31.6% |
| 6M | +7.0% | -5.8% | +12.8% | +9.0% |
| YTD | +95.6% | -15.4% | +111.1% | +102.1% |
| 1Y | +197.2% | -16.7% | +213.9% | +206.6% |
| 3Y | +232.0% | +473.8% | -241.8% | +142.8% |
| All | +248.9% | +583.6% | -334.6% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling