+387.0%
VIAV vs TMF
-86.4%
+473.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -4.6% |
| 7D | +11.2% | -4.8% | +16.0% | +11.1% |
| 30D | -2.6% | -4.9% | +2.3% | -2.7% |
| 3M | -20.1% | -13.4% | -6.7% | -20.4% |
| 6M | +25.8% | -23.0% | +48.9% | +25.0% |
| YTD | +109.9% | -20.2% | +130.1% | +108.6% |
| 1Y | +214.3% | -26.5% | +240.8% | +211.7% |
| 3Y | +281.6% | -45.2% | +326.8% | +275.7% |
| 5Y | +132.6% | -88.4% | +221.0% | +93.5% |
| All | +387.0% | -86.4% | +473.4% | +337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TMF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling