+34.0%
VIAV vs TSLQ
-20.6%
+54.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.2% |
| 7D | +13.6% | -8.0% | +21.6% | +11.4% |
| 30D | +5.3% | -23.8% | +29.1% | -1.2% |
| 3M | -15.6% | -7.0% | -8.6% | -11.5% |
| 6M | +34.0% | -17.1% | +51.1% | +52.7% |
| All | +34.0% | -20.6% | +54.6% | +52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling