+404.6%
VIAV vs TNA
+86.1%
+318.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.3% |
| 7D | +11.2% | -7.3% | +18.4% | +13.7% |
| 30D | -10.1% | -14.2% | +4.1% | -5.7% |
| 3M | -22.9% | -4.6% | -18.3% | -21.4% |
| 6M | +28.8% | +36.9% | -8.1% | +17.8% |
| YTD | +117.5% | +42.5% | +74.9% | +96.5% |
| 1Y | +216.1% | +45.8% | +170.3% | +181.1% |
| 3Y | +292.2% | +104.7% | +187.6% | +187.6% |
| 5Y | +141.0% | -21.7% | +162.7% | +108.5% |
| All | +404.6% | +86.1% | +318.5% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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