+179.7%
VIAV vs TSLQ
-97.2%
+276.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.3% |
| 7D | +11.2% | +5.7% | +5.5% | +12.1% |
| 30D | -2.6% | -21.1% | +18.5% | -4.8% |
| 3M | -20.1% | -11.5% | -8.6% | -19.2% |
| 6M | +25.8% | -14.9% | +40.8% | +28.8% |
| YTD | +109.9% | +2.4% | +107.5% | +119.5% |
| 1Y | +214.3% | -49.8% | +264.1% | +209.3% |
| 3Y | +281.6% | -95.8% | +377.5% | +234.2% |
| All | +179.7% | -97.2% | +276.9% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling