+213.9%
VIAV vs TW
+211.2%
+2.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +13.6% | -0.5% | +14.1% | +13.6% |
| 30D | +5.3% | -0.6% | +5.9% | +5.3% |
| 3M | -15.6% | +3.4% | -19.0% | -17.3% |
| 6M | +34.0% | -18.4% | +52.4% | +39.5% |
| YTD | +119.9% | -3.9% | +123.8% | +117.5% |
| 1Y | +235.2% | -13.3% | +248.5% | +241.3% |
| 3Y | +299.8% | +20.8% | +279.0% | +252.8% |
| 5Y | +140.1% | +20.3% | +119.8% | +106.5% |
| All | +213.9% | +211.2% | +2.7% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling