+293.8%
VIAV vs TMF
-32.2%
+326.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.6% |
| 7D | +7.9% | -9.3% | +17.2% | +8.2% |
| 30D | -20.3% | +1.9% | -22.2% | -20.6% |
| 3M | -28.5% | -11.2% | -17.3% | -28.1% |
| 6M | -42.7% | -17.7% | -25.0% | -42.0% |
| YTD | +72.4% | -24.5% | +96.8% | +75.4% |
| 1Y | +81.5% | -29.4% | +110.9% | +85.4% |
| 3Y | +293.8% | -33.4% | +327.3% | +310.2% |
| All | +293.8% | -32.2% | +326.1% | +310.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling