+2,518.5%
VIAV vs TXT
+793.9%
+1,724.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.2% |
| 7D | +7.9% | +0.1% | +7.8% | +7.9% |
| 30D | -20.3% | +13.3% | -33.7% | -25.5% |
| 3M | -28.5% | -5.0% | -23.6% | -27.4% |
| 6M | -42.7% | -8.4% | -34.3% | -40.9% |
| YTD | +72.4% | -4.0% | +76.4% | +74.2% |
| 1Y | +81.5% | +2.8% | +78.7% | +77.6% |
| 3Y | +293.8% | +10.3% | +283.6% | +266.4% |
| 5Y | +101.4% | +9.2% | +92.3% | +84.4% |
| 10Y | +293.8% | +89.6% | +204.3% | +150.2% |
| All | +2,518.5% | +793.9% | +1,724.5% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling