+2,448.4%
VIAV vs TNA
+913.2%
+1,535.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.4% |
| 7D | +11.2% | -7.6% | +18.8% | +14.6% |
| 30D | -2.6% | -13.6% | +11.0% | +3.1% |
| 3M | -20.1% | +2.8% | -22.9% | -20.6% |
| 6M | +25.8% | +34.5% | -8.7% | +12.9% |
| YTD | +109.9% | +41.0% | +68.8% | +84.5% |
| 1Y | +214.3% | +52.0% | +162.3% | +164.9% |
| 3Y | +281.6% | +103.5% | +178.2% | +151.0% |
| 5Y | +132.6% | -22.5% | +155.1% | +87.9% |
| 10Y | +396.7% | +81.9% | +314.8% | +76.8% |
| All | +2,448.4% | +913.2% | +1,535.3% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling