+323.1%
VIAV vs TMF
-81.8%
+404.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | +12.3% | -3.4% | +15.7% | +12.2% |
| 30D | -21.0% | +11.5% | -32.5% | -20.6% |
| 3M | -14.1% | -4.5% | -9.6% | -14.0% |
| 6M | -39.9% | -15.0% | -25.0% | -40.1% |
| YTD | +85.2% | -19.9% | +105.0% | +84.4% |
| 1Y | +84.3% | -26.6% | +110.8% | +83.0% |
| 3Y | +320.9% | -29.8% | +350.7% | +320.6% |
| 5Y | +117.5% | -88.2% | +205.7% | +81.3% |
| 10Y | +323.1% | -81.4% | +404.5% | +295.8% |
| All | +323.1% | -81.8% | +404.8% | +295.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling