+140.1%
VIAV vs TXT
+13.4%
+126.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.5% |
| 3M | -15.6% | -14.3% | -1.3% | -8.7% |
| 6M | +34.0% | -15.1% | +49.1% | +46.0% |
| YTD | +119.9% | -8.3% | +128.2% | +130.3% |
| 1Y | +235.2% | -0.7% | +235.9% | +237.7% |
| 3Y | +299.8% | +6.0% | +293.8% | +281.1% |
| 5Y | +140.1% | +12.5% | +127.6% | +113.7% |
| All | +140.1% | +13.4% | +126.7% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling