+292.2%
VIAV vs TSLQ
-95.6%
+387.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.5% |
| 7D | +11.2% | -6.6% | +17.8% | +10.5% |
| 30D | -10.1% | -24.3% | +14.2% | -12.4% |
| 3M | -22.9% | -3.6% | -19.3% | -21.5% |
| 6M | +28.8% | -12.0% | +40.7% | +31.9% |
| YTD | +117.5% | +1.4% | +116.1% | +126.1% |
| 1Y | +216.1% | -43.6% | +259.6% | +215.2% |
| 3Y | +292.2% | -95.4% | +387.6% | +254.3% |
| All | +292.2% | -95.6% | +387.8% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling