+169.3%
VIAV vs TXG
+27.0%
+142.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.1% |
| 7D | +11.2% | +9.5% | +1.7% | +9.6% |
| 30D | -10.1% | +18.8% | -28.9% | -12.6% |
| 3M | -22.9% | +136.1% | -159.0% | -33.6% |
| 6M | +28.8% | +235.2% | -206.5% | +3.8% |
| YTD | +117.5% | +320.5% | -203.1% | +68.0% |
| 1Y | +216.1% | +425.2% | -209.1% | +132.6% |
| 3Y | +292.2% | +42.9% | +249.3% | +239.7% |
| 5Y | +141.0% | -62.8% | +203.8% | +137.9% |
| All | +169.3% | +27.0% | +142.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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