+134.3%
VIAV vs TMF
-87.6%
+221.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.3% | +11.2% |
| 7D | +11.3% | +1.0% | +10.3% | +11.2% |
| 30D | -1.0% | -1.8% | +0.8% | -0.9% |
| 3M | -20.5% | -8.2% | -12.3% | -20.1% |
| 6M | +39.0% | -19.5% | +58.5% | +41.0% |
| YTD | +117.5% | -16.0% | +133.4% | +119.8% |
| 1Y | +233.8% | -22.5% | +256.3% | +238.9% |
| 3Y | +295.4% | -42.3% | +337.7% | +304.8% |
| 5Y | +134.3% | -87.7% | +222.0% | +120.6% |
| All | +134.3% | -87.6% | +221.9% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling