+210.5%
VIAV vs TW
+206.7%
+3.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +11.2% | -4.5% | +15.6% | +12.2% |
| 30D | -10.1% | -2.3% | -7.9% | -9.8% |
| 3M | -22.9% | +2.6% | -25.5% | -24.3% |
| 6M | +28.8% | -17.5% | +46.3% | +33.5% |
| YTD | +117.5% | -5.3% | +122.8% | +115.8% |
| 1Y | +216.1% | -14.8% | +230.8% | +223.1% |
| 3Y | +292.2% | +18.8% | +273.4% | +247.4% |
| 5Y | +141.0% | +20.7% | +120.3% | +106.5% |
| All | +210.5% | +206.7% | +3.8% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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