+404.6%
VIAV vs TSN
-4.9%
+409.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.3% |
| 7D | +11.2% | +3.0% | +8.1% | +10.2% |
| 30D | -10.1% | -4.2% | -5.9% | -9.0% |
| 3M | -22.9% | -3.9% | -19.0% | -22.5% |
| 6M | +28.8% | -9.8% | +38.6% | +31.4% |
| YTD | +117.5% | -7.3% | +124.7% | +119.6% |
| 1Y | +216.1% | -2.2% | +218.3% | +213.2% |
| 3Y | +292.2% | +11.9% | +280.3% | +264.5% |
| 5Y | +141.0% | -16.9% | +157.9% | +143.0% |
| All | +404.6% | -4.9% | +409.5% | +343.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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