+296.6%
VIAV vs TXT
+5.5%
+291.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +13.6% | +0.8% | +12.7% | +13.1% |
| 30D | +5.3% | -10.4% | +15.8% | +11.8% |
| 3M | -15.6% | -14.3% | -1.3% | -8.3% |
| 6M | +34.0% | -15.1% | +49.1% | +46.3% |
| YTD | +119.9% | -8.3% | +128.2% | +131.4% |
| 1Y | +235.2% | -0.7% | +235.9% | +239.8% |
| All | +296.6% | +5.5% | +291.1% | +276.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling