+159.9%
VIAV vs TXG
+22.9%
+137.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.2% | -4.3% |
| 7D | +11.2% | +5.0% | +6.2% | +10.4% |
| 30D | -2.6% | +13.5% | -16.1% | -4.7% |
| 3M | -20.1% | +128.0% | -148.2% | -30.8% |
| 6M | +25.8% | +224.4% | -198.6% | +2.0% |
| YTD | +109.9% | +307.0% | -197.1% | +63.0% |
| 1Y | +214.3% | +427.2% | -213.0% | +131.1% |
| 3Y | +281.6% | +40.2% | +241.5% | +231.5% |
| 5Y | +132.6% | -64.0% | +196.6% | +130.8% |
| All | +159.9% | +22.9% | +137.0% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling