+1,147.2%
VIAV vs TMF
-72.0%
+1,219.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.8% |
| 7D | +7.9% | -9.3% | +17.2% | +6.1% |
| 30D | -20.3% | +1.9% | -22.2% | -19.8% |
| 3M | -28.5% | -11.2% | -17.3% | -29.5% |
| 6M | -42.7% | -17.7% | -25.0% | -44.2% |
| YTD | +72.4% | -24.5% | +96.8% | +65.7% |
| 1Y | +81.5% | -29.4% | +110.9% | +72.4% |
| 3Y | +293.8% | -33.4% | +327.3% | +279.1% |
| 5Y | +101.4% | -88.7% | +190.1% | +32.5% |
| 10Y | +293.8% | -82.5% | +376.3% | +236.7% |
| All | +1,147.2% | -72.0% | +1,219.3% | +1,691.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling