+404.6%
VIAV vs TXT
+107.7%
+296.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.6% |
| 7D | +11.2% | +2.4% | +8.7% | +10.0% |
| 30D | -10.1% | -8.9% | -1.2% | -6.2% |
| 3M | -22.9% | -13.6% | -9.3% | -17.7% |
| 6M | +28.8% | -13.1% | +41.9% | +37.7% |
| YTD | +117.5% | -7.0% | +124.5% | +125.0% |
| 1Y | +216.1% | -1.4% | +217.5% | +218.5% |
| 3Y | +292.2% | +6.9% | +285.3% | +275.1% |
| 5Y | +141.0% | +15.4% | +125.6% | +118.6% |
| All | +404.6% | +107.7% | +296.9% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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