+207.5%
VIAV vs TLN
+710.8%
-503.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -4.7% |
| 7D | +7.9% | +11.0% | -3.1% | +4.6% |
| 30D | -20.3% | +4.9% | -25.2% | -21.1% |
| 3M | -28.5% | +4.9% | -33.5% | -29.2% |
| 6M | -42.7% | +7.1% | -49.8% | -43.5% |
| YTD | +72.4% | +0.3% | +72.1% | +70.8% |
| 1Y | +81.5% | +5.9% | +75.5% | +77.9% |
| 3Y | +293.8% | +578.5% | -284.6% | +174.5% |
| All | +207.5% | +710.8% | -503.3% | +107.8% |
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