+1,315.3%
VIAV vs TMF
-68.9%
+1,384.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | -4.6% | -1.4% | -3.2% | -4.8% |
| 30D | -10.4% | -2.8% | -7.6% | -10.7% |
| 3M | -34.5% | -10.9% | -23.6% | -35.6% |
| 6M | +7.0% | -21.3% | +28.3% | +2.9% |
| YTD | +95.6% | -15.9% | +111.5% | +90.5% |
| 1Y | +197.2% | -15.7% | +212.9% | +190.0% |
| 3Y | +232.0% | -43.4% | +275.4% | +208.1% |
| 5Y | +102.2% | -87.8% | +190.0% | +34.4% |
| 10Y | +344.6% | -86.7% | +431.4% | +240.5% |
| All | +1,315.3% | -68.9% | +1,384.2% | +1,960.2% |
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 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